+69.4%
ENB vs LH
+28.2%
+41.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | -8.5% | +18.6% | -27.1% | -11.6% |
| 6M | -4.5% | +17.9% | -22.5% | -7.8% |
| YTD | +9.1% | +28.9% | -19.9% | +3.3% |
| 1Y | +8.0% | +16.6% | -8.7% | +4.2% |
| 3Y | +77.8% | +63.6% | +14.3% | +56.6% |
| 5Y | +69.4% | +30.0% | +39.4% | +51.7% |
| All | +69.4% | +28.2% | +41.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling