Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs ENTG✓SelectedUSD · ENTGLITE vs ENTG performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs ENTG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
ENTG return
+969.5%
Excess return
+4,114.4%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioENTGExcessAlpha
1D+4.0%+6.2%-2.2%+0.3%
7D-1.5%+2.8%-4.4%-3.2%
30D+6.7%-4.7%+11.3%+10.5%
3M-6.8%-0.7%-6.0%-6.6%
6M+29.4%+7.7%+21.7%+24.6%
YTD+139.1%+65.1%+74.0%+78.3%
1Y+521.0%+74.8%+446.2%+345.7%
3Y+1,535.3%+36.9%+1,498.4%+1,206.3%
5Y+889.8%+16.1%+873.7%+679.9%
10Y+2,400.7%+740.3%+1,660.4%+531.5%
All+5,083.9%+969.5%+4,114.4%+1,135.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling