-11.1%
LHX vs ENB
+2.1%
-13.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.0% |
| 7D | -4.3% | -4.7% | +0.4% | -3.4% |
| 30D | -15.1% | -5.9% | -9.3% | -14.2% |
| 3M | -21.0% | -14.2% | -6.7% | -18.7% |
| 6M | -32.0% | -8.6% | -23.4% | -31.1% |
| YTD | -15.3% | +3.9% | -19.2% | -18.5% |
| 1Y | -11.1% | +1.8% | -12.9% | -13.3% |
| All | -11.1% | +2.1% | -13.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling