+125.3%
LITE vs ENB
+4.1%
+121.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.1% |
| 7D | -13.9% | -2.4% | -11.5% | -13.1% |
| 30D | -46.9% | +2.5% | -49.4% | -47.2% |
| 3M | -28.0% | -5.8% | -22.2% | -25.7% |
| 6M | -35.2% | -8.5% | -26.7% | -32.2% |
| YTD | +58.9% | +3.9% | +55.0% | +70.4% |
| 1Y | +125.3% | +3.7% | +121.6% | +144.1% |
| All | +125.3% | +4.1% | +121.3% | +144.1% |
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