+53.8%
ENB vs LII
+22.3%
+31.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -1.0% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | +3.4% | -4.6% | +8.0% | +3.8% |
| 3M | -6.1% | -21.7% | +15.6% | -3.5% |
| 6M | -10.0% | -32.8% | +22.7% | -6.4% |
| YTD | +4.7% | -27.5% | +32.2% | +7.3% |
| 1Y | +7.5% | -28.0% | +35.5% | +10.3% |
| 3Y | +69.1% | -7.2% | +76.3% | +59.9% |
| All | +53.8% | +22.3% | +31.5% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling