+75.2%
LMT vs ENTG
+15.6%
+59.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.1% |
| 7D | -0.5% | +5.1% | -5.7% | -0.5% |
| 30D | -10.8% | -8.5% | -2.2% | -10.8% |
| 3M | +1.6% | +6.7% | -5.1% | +1.1% |
| 6M | -17.6% | +17.7% | -35.3% | -18.3% |
| YTD | +11.6% | +63.5% | -51.9% | +10.0% |
| 1Y | +17.2% | +73.6% | -56.3% | +15.4% |
| 3Y | +35.7% | +44.6% | -8.8% | +32.3% |
| 5Y | +75.2% | +16.1% | +59.1% | +65.4% |
| All | +75.2% | +15.6% | +59.6% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling