+58.5%
ENTG vs LVS
-9.1%
+67.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.8% |
| 7D | +15.2% | -0.8% | +16.0% | +15.3% |
| 30D | -3.6% | +10.0% | -13.6% | -7.8% |
| 3M | -10.0% | -11.0% | +1.1% | -6.3% |
| 6M | +1.8% | -20.1% | +21.9% | +10.4% |
| YTD | +75.5% | -36.3% | +111.8% | +110.4% |
| 1Y | +82.4% | -36.8% | +119.2% | +118.8% |
| 3Y | +58.5% | -9.5% | +68.0% | +32.7% |
| All | +58.5% | -9.1% | +67.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling