+721.8%
ENTG vs LSCC
+1,244.7%
-522.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -1.7% |
| 7D | -17.1% | +13.0% | -30.1% | -23.2% |
| 30D | -23.0% | -19.8% | -3.2% | -12.3% |
| 3M | -10.2% | -18.4% | +8.2% | +1.4% |
| 6M | -17.8% | -16.1% | -1.7% | -7.1% |
| YTD | +52.4% | +42.7% | +9.6% | +25.9% |
| 1Y | +49.8% | +68.0% | -18.2% | +12.8% |
| 3Y | +42.1% | +85.8% | -43.7% | -4.2% |
| 5Y | -10.2% | +28.0% | -38.3% | -29.9% |
| All | +721.8% | +1,244.7% | -522.8% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling