+112.4%
ENB vs LEN
+136.8%
-24.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | 0.0% | -8.7% | +8.7% | +2.0% |
| 30D | +1.4% | +11.6% | -10.2% | -1.6% |
| 3M | -5.2% | -1.3% | -3.9% | -5.6% |
| 6M | -9.9% | -1.4% | -8.5% | -10.7% |
| YTD | +4.7% | -16.9% | +21.5% | +7.3% |
| 1Y | +2.8% | -31.2% | +33.9% | +10.0% |
| 3Y | +71.3% | -25.6% | +96.9% | +73.7% |
| 5Y | +58.6% | -13.3% | +71.9% | +49.0% |
| All | +112.4% | +136.8% | -24.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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