+15.3%
ENTG vs LYV
+93.4%
-78.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +1.2% | -1.9% | +3.1% | +2.3% |
| 30D | -12.9% | -8.2% | -4.7% | -8.8% |
| 3M | -3.1% | -1.3% | -1.8% | -3.5% |
| 6M | +21.0% | +2.6% | +18.4% | +17.2% |
| YTD | +67.0% | +19.4% | +47.6% | +47.0% |
| 1Y | +68.6% | -2.2% | +70.9% | +66.0% |
| 3Y | +48.6% | +106.0% | -57.4% | -7.5% |
| All | +15.3% | +93.4% | -78.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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