+140.5%
LLY vs ENB
+69.7%
+70.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | +6.6% | +1.7% | +4.9% | +6.2% |
| 30D | +19.4% | +0.7% | +18.7% | +19.3% |
| 3M | +19.6% | -5.8% | +25.3% | +21.2% |
| 6M | +42.6% | -11.3% | +53.9% | +46.6% |
| YTD | +35.0% | +3.7% | +31.3% | +33.3% |
| 1Y | +42.0% | +2.8% | +39.2% | +40.6% |
| 3Y | +140.5% | +67.7% | +72.8% | +133.0% |
| All | +140.5% | +69.7% | +70.8% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling