+17,561.1%
LLY vs ENB
+11,799.4%
+5,761.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -1.6% | -2.2% | +0.6% | -1.2% |
| 3M | +2.3% | -10.5% | +12.8% | +4.5% |
| 6M | +14.9% | -5.1% | +20.0% | +15.9% |
| YTD | +7.5% | +9.0% | -1.5% | +5.4% |
| 1Y | +55.7% | +8.2% | +47.5% | +52.8% |
| 3Y | +110.6% | +67.8% | +42.8% | +88.8% |
| 5Y | +363.4% | +69.4% | +294.0% | +312.2% |
| 10Y | +1,649.0% | +117.5% | +1,531.5% | +1,344.1% |
| All | +17,561.1% | +11,799.4% | +5,761.7% | +10,172.7% |
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