+2,925.7%
ENB vs LII
+2,734.1%
+191.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +2.2% | -4.6% | +6.8% | +2.8% |
| 3M | -8.1% | -21.2% | +13.2% | -4.5% |
| 6M | -11.2% | -36.4% | +25.3% | -5.0% |
| YTD | +2.0% | -28.9% | +30.9% | +6.4% |
| 1Y | +4.1% | -29.5% | +33.6% | +8.6% |
| 3Y | +64.7% | -8.6% | +73.3% | +60.7% |
| 5Y | +46.6% | +20.2% | +26.4% | +33.8% |
| 10Y | +102.7% | +166.2% | -63.5% | +59.6% |
| All | +2,925.7% | +2,734.1% | +191.5% | +1,717.6% |
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 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