+90.4%
ENB vs LNT
+148.3%
-57.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | -4.6% | -1.1% | -3.4% | -4.1% |
| 30D | -5.2% | -1.9% | -3.3% | -4.4% |
| 3M | -13.4% | -7.2% | -6.2% | -10.6% |
| 6M | -7.8% | -3.9% | -3.9% | -6.3% |
| YTD | +4.9% | +5.9% | -1.0% | +2.1% |
| 1Y | +3.2% | +8.4% | -5.1% | -0.6% |
| 3Y | +71.0% | +46.6% | +24.4% | +42.8% |
| 5Y | +64.0% | +32.4% | +31.5% | +41.4% |
| All | +90.4% | +148.3% | -57.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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