+2,991.5%
ENB vs LII
+2,806.7%
+184.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | +2.0% | -1.7% | +3.7% | +2.1% |
| 3M | -5.8% | -18.3% | +12.5% | -2.8% |
| 6M | -9.7% | -32.3% | +22.6% | -4.5% |
| YTD | +4.2% | -27.1% | +31.3% | +8.2% |
| 1Y | +3.2% | -27.2% | +30.4% | +7.1% |
| 3Y | +70.6% | -8.9% | +79.5% | +66.6% |
| 5Y | +55.1% | +19.7% | +35.5% | +41.7% |
| 10Y | +107.6% | +168.9% | -61.3% | +63.2% |
| All | +2,991.5% | +2,806.7% | +184.8% | +1,749.1% |
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 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