+483.3%
LLY vs ENB
+58.6%
+424.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +6.7% | +3.1% | +3.6% | +5.9% |
| 30D | +19.6% | +2.1% | +17.4% | +19.0% |
| 3M | +19.7% | -4.4% | +24.1% | +21.0% |
| 6M | +42.7% | -10.1% | +52.8% | +46.5% |
| YTD | +35.1% | +5.2% | +30.0% | +32.8% |
| 1Y | +42.2% | +4.2% | +37.9% | +40.0% |
| 3Y | +140.8% | +70.1% | +70.7% | +108.8% |
| All | +483.3% | +58.6% | +424.7% | +413.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling