+2,049.9%
LLY vs ENB
+102.5%
+1,947.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.4% | -1.8% | +3.1% | +1.9% |
| 30D | +21.5% | +2.0% | +19.5% | +20.9% |
| 3M | +18.5% | -5.8% | +24.3% | +20.4% |
| 6M | +49.1% | -9.7% | +58.8% | +53.1% |
| YTD | +34.4% | +4.2% | +30.2% | +32.3% |
| 1Y | +46.3% | +3.2% | +43.1% | +44.4% |
| 3Y | +145.5% | +70.6% | +74.9% | +109.0% |
| 5Y | +472.7% | +55.1% | +417.5% | +396.2% |
| 10Y | +2,049.9% | +107.6% | +1,942.4% | +1,473.5% |
| All | +2,049.9% | +102.5% | +1,947.5% | +1,473.5% |
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