+11,799.4%
ENB vs LEN
+10,533.4%
+1,265.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | -2.2% | -4.9% | +2.7% | -1.7% |
| 3M | -10.5% | -8.5% | -2.0% | -9.7% |
| 6M | -5.1% | -20.7% | +15.6% | -2.6% |
| YTD | +9.0% | -17.4% | +26.4% | +11.0% |
| 1Y | +8.2% | -38.2% | +46.5% | +14.1% |
| 3Y | +67.8% | -24.9% | +92.6% | +70.3% |
| 5Y | +69.4% | -11.4% | +80.8% | +66.1% |
| 10Y | +117.5% | +110.0% | +7.5% | +86.5% |
| All | +11,799.4% | +10,533.4% | +1,265.9% | +7,484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling