+1,387.9%
ENTG vs LVS
+55.3%
+1,332.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.7% |
| 7D | +15.2% | -0.8% | +16.0% | +15.3% |
| 30D | -3.6% | +10.0% | -13.6% | -7.1% |
| 3M | -10.0% | -11.0% | +1.1% | -7.3% |
| 6M | +1.8% | -20.1% | +21.9% | +7.8% |
| YTD | +75.5% | -36.3% | +111.8% | +98.8% |
| 1Y | +82.4% | -36.8% | +119.2% | +106.8% |
| 3Y | +58.5% | -9.5% | +68.0% | +57.9% |
| 5Y | +0.4% | +9.3% | -9.0% | -8.6% |
| 10Y | +759.6% | -11.0% | +770.6% | +689.7% |
| All | +1,387.9% | +55.3% | +1,332.6% | +672.6% |
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