+57.3%
LLY vs ENB
+9.4%
+47.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +10.1% | +0.5% | +9.6% | +10.0% |
| 30D | +24.0% | +6.0% | +18.1% | +22.9% |
| 3M | +27.3% | -7.4% | +34.7% | +29.3% |
| 6M | +47.0% | -8.5% | +55.4% | +49.0% |
| YTD | +32.6% | +6.1% | +26.5% | +34.8% |
| 1Y | +57.3% | +9.4% | +47.9% | +59.8% |
| All | +57.3% | +9.4% | +47.9% | +59.8% |
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