+20,705.6%
LLY vs ENB
+11,039.2%
+9,666.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -4.5% | -5.2% | +0.7% | -3.4% |
| 30D | +13.9% | +2.2% | +11.7% | +13.4% |
| 3M | +13.8% | -8.1% | +21.8% | +15.6% |
| 6M | +37.6% | -11.2% | +48.8% | +40.7% |
| YTD | +26.6% | +2.0% | +24.6% | +25.8% |
| 1Y | +45.3% | +4.1% | +41.3% | +43.8% |
| 3Y | +132.2% | +64.7% | +67.5% | +109.0% |
| 5Y | +434.7% | +46.6% | +388.1% | +389.6% |
| 10Y | +2,084.3% | +102.7% | +1,981.6% | +1,729.4% |
| All | +20,705.6% | +11,039.2% | +9,666.5% | +12,159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling