+222.0%
LHX vs ENTG
+797.5%
-575.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -4.3% | +1.2% | -5.4% | -4.4% |
| 30D | -15.1% | -12.9% | -2.3% | -14.0% |
| 3M | -21.0% | -3.1% | -17.9% | -21.9% |
| 6M | -32.0% | +21.0% | -53.0% | -35.2% |
| YTD | -15.3% | +67.0% | -82.3% | -23.1% |
| 1Y | -11.1% | +68.6% | -79.7% | -19.9% |
| 3Y | +54.0% | +48.6% | +5.4% | +35.5% |
| 5Y | +17.1% | +18.6% | -1.5% | +1.9% |
| All | +222.0% | +797.5% | -575.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling