+7,679.3%
LHX vs ENB
+11,892.0%
-4,212.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -10.4% | -0.2% | -10.2% | -10.3% |
| 3M | -14.9% | -7.5% | -7.4% | -13.3% |
| 6M | -29.6% | -4.1% | -25.5% | -29.0% |
| YTD | -11.8% | +9.8% | -21.6% | -14.3% |
| 1Y | -5.1% | +8.7% | -13.8% | -7.5% |
| 3Y | +61.3% | +79.0% | -17.7% | +36.8% |
| 5Y | +22.4% | +69.1% | -46.7% | +5.0% |
| 10Y | +232.2% | +96.5% | +135.7% | +166.1% |
| All | +7,679.3% | +11,892.0% | -4,212.7% | +3,962.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling