+16.2%
ENTG vs LII
+25.3%
-9.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.2% |
| 7D | +2.8% | -0.7% | +3.6% | +3.3% |
| 30D | -4.7% | -12.6% | +7.9% | +5.8% |
| 3M | -0.7% | -24.4% | +23.7% | +21.6% |
| 6M | +7.7% | -28.7% | +36.4% | +37.8% |
| YTD | +65.1% | -19.1% | +84.2% | +89.5% |
| 1Y | +74.8% | -29.7% | +104.5% | +123.4% |
| 3Y | +36.9% | +4.8% | +32.1% | +24.6% |
| All | +16.2% | +25.3% | -9.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling