+22.2%
LQD vs ENTG
+797.5%
-775.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | -1.3% | -12.9% | +11.6% | -0.8% |
| 3M | -3.2% | -3.1% | -0.1% | -3.5% |
| 6M | -2.1% | +21.0% | -23.1% | -3.6% |
| YTD | -2.4% | +67.0% | -69.4% | -5.4% |
| 1Y | -2.7% | +68.6% | -71.3% | -6.0% |
| 3Y | +14.2% | +48.6% | -34.4% | +9.6% |
| 5Y | -5.8% | +18.6% | -24.4% | -10.0% |
| All | +22.2% | +797.5% | -775.4% | +12.0% |
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 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