+19.8%
ENTG vs LTH
+152.0%
-132.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | +8.9% | -4.0% | +12.9% | +10.7% |
| 30D | -0.8% | -1.7% | +0.9% | -0.2% |
| 3M | +6.6% | +28.0% | -21.4% | -4.5% |
| 6M | +22.1% | +54.1% | -32.0% | +0.8% |
| YTD | +70.2% | +57.1% | +13.1% | +39.2% |
| 1Y | +76.7% | +45.8% | +30.9% | +48.5% |
| 3Y | +50.5% | +157.6% | -107.1% | -2.7% |
| All | +19.8% | +152.0% | -132.2% | -29.9% |
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