+28.4%
ENTG vs LTH
+174.8%
-146.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +1.0% |
| 7D | +22.8% | -4.6% | +27.4% | +25.0% |
| 30D | -4.9% | +14.8% | -19.7% | -10.7% |
| 3M | -4.8% | +3.9% | -8.7% | -7.2% |
| 6M | +5.6% | +35.5% | -29.9% | -8.3% |
| YTD | +82.4% | +71.3% | +11.1% | +42.8% |
| 1Y | +82.9% | +75.7% | +7.2% | +41.5% |
| 3Y | +62.1% | +231.9% | -169.8% | -5.4% |
| 5Y | +4.3% | +130.5% | -126.2% | -42.0% |
| All | +28.4% | +174.8% | -146.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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