+1,299.5%
ENTG vs LVS
+69.2%
+1,230.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +2.8% | -1.5% | +4.3% | +3.3% |
| 30D | -4.7% | -3.2% | -1.5% | -3.9% |
| 3M | -0.7% | -12.0% | +11.2% | +2.8% |
| 6M | +7.7% | -19.9% | +27.6% | +14.8% |
| YTD | +65.1% | -30.6% | +95.7% | +83.0% |
| 1Y | +74.8% | -17.7% | +92.5% | +81.5% |
| 3Y | +36.9% | -14.2% | +51.1% | +39.3% |
| 5Y | +16.1% | +9.6% | +6.5% | +5.1% |
| 10Y | +740.3% | +5.7% | +734.7% | +634.9% |
| All | +1,299.5% | +69.2% | +1,230.3% | +611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling