+95.7%
ENB vs LII
+162.0%
-66.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.1% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +2.2% | -4.6% | +6.8% | +2.9% |
| 3M | -8.1% | -21.2% | +13.2% | -3.6% |
| 6M | -11.2% | -36.4% | +25.3% | -3.4% |
| YTD | +2.0% | -28.9% | +30.9% | +7.1% |
| 1Y | +4.1% | -29.5% | +33.6% | +9.4% |
| 3Y | +64.7% | -8.6% | +73.3% | +53.9% |
| 5Y | +46.6% | +20.2% | +26.4% | +22.2% |
| All | +95.7% | +162.0% | -66.3% | +30.1% |
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