+163.0%
LITE vs ENB
+3.2%
+159.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | +10.8% | +3.1% | +7.7% | +9.6% |
| 30D | -33.4% | +2.1% | -35.6% | -33.7% |
| 3M | -32.2% | -4.4% | -27.8% | -30.5% |
| 6M | -42.1% | -10.1% | -32.0% | -38.9% |
| YTD | +61.9% | +5.2% | +56.7% | +76.6% |
| 1Y | +163.0% | +4.2% | +158.7% | +189.6% |
| All | +163.0% | +3.2% | +159.8% | +189.6% |
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