+11,329.0%
ENB vs LSCC
+9,126.4%
+2,202.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.6% | +7.2% | -0.9% |
| 7D | -2.4% | -4.8% | +2.5% | -2.2% |
| 30D | +3.4% | -27.1% | +30.5% | +5.2% |
| 3M | -6.1% | -23.6% | +17.5% | -4.9% |
| 6M | -10.0% | -19.8% | +9.8% | -9.6% |
| YTD | +4.7% | +33.2% | -28.6% | +1.5% |
| 1Y | +7.5% | +55.2% | -47.7% | +3.2% |
| 3Y | +69.1% | +70.1% | -1.0% | +58.1% |
| 5Y | +50.4% | +19.5% | +30.9% | +41.4% |
| 10Y | +108.0% | +1,164.9% | -1,056.9% | +67.2% |
| All | +11,329.0% | +9,126.4% | +2,202.6% | +8,887.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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