+3,132.2%
ENB vs LII
+3,124.4%
+7.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -2.2% | -12.6% | +10.4% | 0.0% |
| 3M | -10.5% | -24.4% | +13.9% | -6.8% |
| 6M | -5.1% | -28.7% | +23.6% | -0.6% |
| YTD | +9.0% | -19.1% | +28.1% | +11.4% |
| 1Y | +8.2% | -29.7% | +37.9% | +13.1% |
| 3Y | +67.8% | +4.8% | +63.0% | +60.0% |
| 5Y | +69.4% | +24.6% | +44.8% | +54.1% |
| 10Y | +117.5% | +169.2% | -51.7% | +71.0% |
| All | +3,132.2% | +3,124.4% | +7.8% | +1,803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling