+2,898.2%
LITE vs ENB
+109.9%
+2,788.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.4% | -17.3% | -18.1% |
| 7D | -44.6% | -2.4% | -42.2% | -44.0% |
| 30D | -55.0% | +3.4% | -58.4% | -55.6% |
| 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% | +35.5% |
| 1Y | +119.0% | +7.5% | +111.5% | +112.4% |
| 3Y | +1,092.0% | +69.1% | +1,022.9% | +861.8% |
| 5Y | +446.1% | +50.4% | +395.7% | +359.0% |
| 10Y | +1,381.7% | +108.0% | +1,273.7% | +962.1% |
| All | +2,898.2% | +109.9% | +2,788.4% | +1,714.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling