+98.3%
ENB vs LII
+170.7%
-72.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | +1.7% | -2.0% | +3.7% | +1.9% |
| 3M | -6.3% | -20.2% | +13.9% | -2.0% |
| 6M | -9.2% | -32.5% | +23.3% | -2.6% |
| YTD | +3.1% | -27.4% | +30.5% | +7.8% |
| 1Y | +3.4% | -28.2% | +31.5% | +8.2% |
| 3Y | +68.9% | -7.2% | +76.2% | +57.5% |
| 5Y | +51.7% | +19.9% | +31.8% | +27.1% |
| 10Y | +98.3% | +168.6% | -70.3% | +31.6% |
| All | +98.3% | +170.7% | -72.4% | +31.6% |
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