+1,545.2%
LLY vs ENB
+103.5%
+1,441.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -5.1% | -0.2% | -4.9% | -5.1% |
| 3M | -2.1% | -7.5% | +5.5% | 0.0% |
| 6M | +13.8% | -4.1% | +18.0% | +15.0% |
| YTD | +5.1% | +9.8% | -4.7% | +2.0% |
| 1Y | +53.1% | +8.7% | +44.4% | +48.9% |
| 3Y | +95.6% | +79.0% | +16.6% | +64.3% |
| 5Y | +361.5% | +69.1% | +292.4% | +289.9% |
| 10Y | +1,545.2% | +96.5% | +1,448.7% | +1,152.9% |
| All | +1,545.2% | +103.5% | +1,441.7% | +1,152.9% |
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 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