+803.5%
ENTG vs LSCC
+1,435.5%
-632.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +1.3% |
| 7D | +22.8% | +21.2% | +1.6% | +9.5% |
| 30D | -4.9% | -1.9% | -3.0% | -3.7% |
| 3M | -4.8% | -8.1% | +3.2% | +0.2% |
| 6M | +5.6% | -5.2% | +10.8% | +11.3% |
| YTD | +82.4% | +61.5% | +20.9% | +40.3% |
| 1Y | +82.9% | +81.3% | +1.6% | +31.8% |
| 3Y | +62.1% | +108.7% | -46.6% | +2.1% |
| 5Y | +4.3% | +44.1% | -39.8% | -24.1% |
| All | +803.5% | +1,435.5% | -632.0% | +163.9% |
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