+106.9%
ENB vs LII
+170.6%
-63.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +2.5% | -2.4% | +4.9% | +2.7% |
| 3M | -5.8% | -17.5% | +11.7% | -2.2% |
| 6M | -8.5% | -32.8% | +24.3% | -1.8% |
| YTD | +3.9% | -27.7% | +31.6% | +8.7% |
| 1Y | +3.7% | -28.1% | +31.8% | +8.5% |
| 3Y | +70.1% | -9.7% | +79.7% | +59.8% |
| 5Y | +53.2% | +19.5% | +33.7% | +28.3% |
| All | +106.9% | +170.6% | -63.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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