+59.6%
ENB vs LTH
+174.8%
-115.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.8% |
| 7D | 0.0% | -4.6% | +4.6% | +0.5% |
| 30D | +1.4% | +14.8% | -13.5% | -0.1% |
| 3M | -5.2% | +3.9% | -9.1% | -5.7% |
| 6M | -9.9% | +35.5% | -45.4% | -13.0% |
| YTD | +4.7% | +71.3% | -66.7% | -1.9% |
| 1Y | +2.8% | +75.7% | -72.9% | -4.0% |
| 3Y | +71.3% | +231.9% | -160.6% | +45.7% |
| 5Y | +58.6% | +130.5% | -71.9% | +33.6% |
| All | +59.6% | +174.8% | -115.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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