+550.0%
LNG vs ENTG
+797.5%
-247.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | -4.7% | +1.2% | -5.9% | -4.9% |
| 30D | +3.8% | -12.9% | +16.7% | +5.6% |
| 3M | +16.2% | -3.1% | +19.2% | +14.4% |
| 6M | +11.7% | +21.0% | -9.3% | +4.5% |
| YTD | +44.2% | +67.0% | -22.8% | +26.1% |
| 1Y | +18.6% | +68.6% | -50.1% | +2.4% |
| 3Y | +77.4% | +48.6% | +28.8% | +48.6% |
| 5Y | +232.3% | +18.6% | +213.6% | +176.3% |
| All | +550.0% | +797.5% | -247.5% | +202.6% |
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