+1,402.3%
LITE vs ENB
+100.6%
+1,301.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.9% |
| 7D | -35.9% | -5.2% | -30.7% | -34.2% |
| 30D | -51.5% | +2.2% | -53.7% | -52.1% |
| 3M | -35.7% | -8.1% | -27.7% | -33.2% |
| 6M | -43.0% | -11.2% | -31.8% | -39.9% |
| YTD | +46.1% | +2.0% | +44.1% | +43.9% |
| 1Y | +124.7% | +4.1% | +120.6% | +119.2% |
| 3Y | +1,172.1% | +64.7% | +1,107.3% | +875.4% |
| 5Y | +477.0% | +46.6% | +430.4% | +365.2% |
| All | +1,402.3% | +100.6% | +1,301.7% | +923.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling