+96.5%
ENB vs LII
+167.7%
-71.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.1% |
| 7D | -0.5% | +2.1% | -2.6% | -0.9% |
| 30D | -0.2% | -12.4% | +12.2% | +2.6% |
| 3M | -7.5% | -24.8% | +17.3% | -2.7% |
| 6M | -4.1% | -25.2% | +21.0% | +0.4% |
| YTD | +9.8% | -20.3% | +30.1% | +12.9% |
| 1Y | +8.7% | -32.9% | +41.6% | +16.3% |
| 3Y | +79.0% | +2.0% | +77.0% | +63.6% |
| 5Y | +69.1% | +24.4% | +44.6% | +41.9% |
| 10Y | +96.5% | +167.2% | -70.7% | +29.6% |
| All | +96.5% | +167.7% | -71.2% | +29.6% |
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