+189.5%
LQD vs ENTG
+1,405.2%
-1,215.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | 0.0% | +8.9% | -9.0% | -0.2% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -1.7% | +6.6% | -8.2% | -2.0% |
| 6M | -2.7% | +22.1% | -24.8% | -3.2% |
| YTD | -1.4% | +70.2% | -71.6% | -2.6% |
| 1Y | -1.0% | +76.7% | -77.7% | -2.3% |
| 3Y | +15.1% | +50.5% | -35.4% | +13.5% |
| 5Y | -5.2% | +21.8% | -27.0% | -6.6% |
| 10Y | +23.3% | +811.7% | -788.4% | +19.8% |
| All | +189.5% | +1,405.2% | -1,215.7% | +170.8% |
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