+2,077.5%
LLY vs ENB
+106.5%
+1,971.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | +6.6% | +1.7% | +4.9% | +6.1% |
| 30D | +19.4% | +0.7% | +18.7% | +19.2% |
| 3M | +19.6% | -5.8% | +25.3% | +21.5% |
| 6M | +42.6% | -11.3% | +53.9% | +47.1% |
| YTD | +35.0% | +3.7% | +31.3% | +33.0% |
| 1Y | +42.0% | +2.8% | +39.2% | +40.3% |
| 3Y | +140.5% | +67.7% | +72.8% | +105.8% |
| 5Y | +479.9% | +57.1% | +422.7% | +400.5% |
| All | +2,077.5% | +106.5% | +1,971.0% | +1,465.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling