+1,493.1%
LITE vs ENB
+109.5%
+1,383.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | +10.8% | +3.1% | +7.7% | +9.2% |
| 30D | -33.4% | +2.1% | -35.6% | -34.1% |
| 3M | -32.2% | -4.4% | -27.8% | -30.8% |
| 6M | -42.1% | -10.1% | -32.0% | -39.3% |
| YTD | +61.9% | +5.2% | +56.7% | +57.0% |
| 1Y | +163.0% | +4.2% | +158.7% | +156.3% |
| 3Y | +1,358.0% | +70.1% | +1,287.9% | +997.6% |
| 5Y | +549.9% | +59.4% | +490.5% | +401.7% |
| All | +1,493.1% | +109.5% | +1,383.6% | +957.8% |
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