+546.2%
LITE vs ENB
+51.1%
+495.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.2% |
| 7D | -12.9% | -3.7% | -9.2% | -11.3% |
| 30D | -46.0% | +1.7% | -47.7% | -46.3% |
| 3M | -33.0% | -6.3% | -26.7% | -31.0% |
| 6M | -34.0% | -9.2% | -24.8% | -31.2% |
| YTD | +61.7% | +3.1% | +58.6% | +59.0% |
| 1Y | +148.3% | +3.4% | +144.9% | +143.9% |
| 3Y | +1,408.5% | +68.9% | +1,339.6% | +1,023.5% |
| 5Y | +546.2% | +51.7% | +494.5% | +447.9% |
| All | +546.2% | +51.1% | +495.1% | +447.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling