+1,670.7%
LITE vs ENTG
+838.5%
+832.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +11.3% | -0.6% | +3.4% |
| 7D | +3.4% | +7.9% | -4.5% | -0.4% |
| 30D | -34.9% | -3.6% | -31.3% | -32.2% |
| 3M | -21.0% | +2.7% | -23.8% | -20.1% |
| 6M | -38.5% | +3.6% | -42.0% | -38.7% |
| YTD | +75.8% | +83.6% | -7.8% | +24.0% |
| 1Y | +156.7% | +84.9% | +71.8% | +80.6% |
| 3Y | +1,498.6% | +63.2% | +1,435.4% | +1,065.0% |
| 5Y | +610.9% | +4.9% | +606.0% | +512.0% |
| 10Y | +1,670.7% | +799.3% | +871.3% | +179.2% |
| All | +1,670.7% | +838.5% | +832.1% | +179.2% |
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