+443.8%
LLY vs ENB
+46.5%
+397.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -4.5% | -5.2% | +0.7% | -3.1% |
| 30D | +13.9% | +2.2% | +11.7% | +13.3% |
| 3M | +13.8% | -8.1% | +21.8% | +16.2% |
| 6M | +37.6% | -11.2% | +48.8% | +41.7% |
| YTD | +26.6% | +2.0% | +24.6% | +25.4% |
| 1Y | +45.3% | +4.1% | +41.3% | +43.1% |
| 3Y | +132.2% | +64.7% | +67.5% | +103.0% |
| All | +443.8% | +46.5% | +397.3% | +388.0% |
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 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