+1,172.1%
LITE vs ENB
+63.8%
+1,108.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.5% |
| 7D | -35.9% | -5.2% | -30.7% | -34.7% |
| 30D | -51.5% | +2.2% | -53.7% | -51.8% |
| 3M | -35.7% | -8.1% | -27.7% | -33.7% |
| 6M | -43.0% | -11.2% | -31.8% | -40.5% |
| YTD | +46.1% | +2.0% | +44.1% | +46.4% |
| 1Y | +124.7% | +4.1% | +120.6% | +124.0% |
| 3Y | +1,172.1% | +64.7% | +1,107.3% | +829.2% |
| All | +1,172.1% | +63.8% | +1,108.3% | +829.2% |
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