+88.5%
ENB vs LEN
+108.0%
-19.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.5% |
| 7D | -4.7% | -4.8% | +0.1% | -3.6% |
| 30D | -5.9% | -6.6% | +0.7% | -4.5% |
| 3M | -14.2% | -15.7% | +1.4% | -11.1% |
| 6M | -8.6% | -16.6% | +8.1% | -5.4% |
| YTD | +3.9% | -21.3% | +25.2% | +8.5% |
| 1Y | +1.8% | -42.0% | +43.8% | +14.2% |
| 3Y | +68.5% | -27.9% | +96.4% | +72.7% |
| 5Y | +62.4% | -10.7% | +73.1% | +51.3% |
| All | +88.5% | +108.0% | -19.5% | +25.9% |
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