+2,331.0%
LITE vs ENB
+116.8%
+2,214.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.8% | +4.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +6.7% | -2.2% | +8.9% | +7.7% |
| 3M | -6.8% | -10.5% | +3.8% | -2.1% |
| 6M | +29.4% | -5.1% | +34.5% | +32.4% |
| YTD | +139.1% | +9.0% | +130.1% | +128.3% |
| 1Y | +521.0% | +8.2% | +512.8% | +493.9% |
| 3Y | +1,535.3% | +67.8% | +1,467.5% | +1,144.5% |
| 5Y | +889.8% | +69.4% | +820.5% | +644.9% |
| All | +2,331.0% | +116.8% | +2,214.3% | +1,481.0% |
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