+0.2%
ENTG vs LVS
+8.6%
-8.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.9% |
| 7D | +15.2% | -0.8% | +16.0% | +15.3% |
| 30D | -3.6% | +10.0% | -13.6% | -8.1% |
| 3M | -10.0% | -11.0% | +1.1% | -6.4% |
| 6M | +1.8% | -20.1% | +21.9% | +10.1% |
| YTD | +75.5% | -36.3% | +111.8% | +108.6% |
| 1Y | +82.4% | -36.8% | +119.2% | +117.0% |
| 3Y | +58.5% | -9.5% | +68.0% | +50.1% |
| All | +0.2% | +8.6% | -8.4% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling