+1,103.8%
LITE vs ENB
+68.0%
+1,035.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.4% | -17.3% | -18.2% |
| 7D | -44.6% | -2.4% | -42.2% | -44.0% |
| 30D | -55.0% | +3.4% | -58.4% | -55.4% |
| 3M | -38.3% | -6.1% | -32.2% | -36.8% |
| 6M | -48.8% | -10.0% | -38.7% | -46.7% |
| YTD | +38.3% | +4.7% | +33.6% | +37.5% |
| 1Y | +119.0% | +7.5% | +111.5% | +116.1% |
| All | +1,103.8% | +68.0% | +1,035.8% | +772.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling