+16.1%
ENTG vs LTH
+186.2%
-170.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -9.3% | +6.4% | -15.7% | -11.8% |
| 30D | -16.4% | +16.7% | -33.1% | -21.9% |
| 3M | -3.8% | +11.7% | -15.5% | -8.8% |
| 6M | -6.9% | +48.5% | -55.4% | -22.1% |
| YTD | +65.0% | +78.4% | -13.4% | +27.2% |
| 1Y | +61.7% | +89.7% | -28.0% | +21.4% |
| 3Y | +46.6% | +245.6% | -199.0% | -15.8% |
| 5Y | -2.7% | +142.7% | -145.4% | -46.7% |
| All | +16.1% | +186.2% | -170.1% | -36.0% |
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