+2,295.3%
ENTG vs LYB
+624.6%
+1,670.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | -12.9% | +2.5% | -15.3% | -14.2% |
| 3M | -3.1% | +1.4% | -4.4% | -5.6% |
| 6M | +21.0% | -3.5% | +24.5% | +15.8% |
| YTD | +67.0% | +52.0% | +15.0% | +23.3% |
| 1Y | +68.6% | +22.1% | +46.6% | +39.2% |
| 3Y | +48.6% | -22.8% | +71.4% | +57.4% |
| 5Y | +18.6% | -3.4% | +22.0% | +11.6% |
| 10Y | +794.8% | +47.4% | +747.4% | +498.4% |
| All | +2,295.3% | +624.6% | +1,670.7% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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