+14.2%
LQD vs ENTG
+42.3%
-28.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | -1.1% | +5.1% | -6.2% | -1.2% |
| 30D | -1.1% | -8.5% | +7.4% | -0.9% |
| 3M | -2.3% | +6.7% | -9.0% | -2.9% |
| 6M | -2.9% | +17.7% | -20.6% | -3.9% |
| YTD | -2.3% | +63.5% | -65.8% | -4.5% |
| 1Y | -2.2% | +73.6% | -75.8% | -4.8% |
| All | +14.2% | +42.3% | -28.1% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling