+11,055.6%
ENB vs LH
+1,382.1%
+9,673.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -0.2% | -2.5% | +2.2% | 0.0% |
| 30D | -2.2% | +4.3% | -6.6% | -2.7% |
| 3M | -10.5% | +25.5% | -36.0% | -12.5% |
| 6M | -5.1% | +17.0% | -22.0% | -6.6% |
| YTD | +9.0% | +31.3% | -22.3% | +6.0% |
| 1Y | +8.2% | +20.0% | -11.8% | +6.1% |
| 3Y | +67.8% | +63.9% | +3.9% | +59.1% |
| 5Y | +69.4% | +30.9% | +38.5% | +63.3% |
| 10Y | +117.5% | +191.4% | -73.9% | +94.6% |
| All | +11,055.6% | +1,382.1% | +9,673.6% | +8,814.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling