+21,596.1%
LLY vs ENB
+11,160.3%
+10,435.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.1% |
| 7D | +0.1% | -3.7% | +3.7% | +0.8% |
| 30D | +19.7% | +1.7% | +18.0% | +19.3% |
| 3M | +19.3% | -6.3% | +25.5% | +20.7% |
| 6M | +49.3% | -9.2% | +58.5% | +52.0% |
| YTD | +32.0% | +3.1% | +28.9% | +30.9% |
| 1Y | +53.7% | +3.4% | +50.3% | +52.3% |
| 3Y | +143.7% | +68.9% | +74.8% | +118.3% |
| 5Y | +463.9% | +51.7% | +412.2% | +412.9% |
| 10Y | +2,006.3% | +98.3% | +1,908.0% | +1,670.5% |
| All | +21,596.1% | +11,160.3% | +10,435.7% | +12,657.2% |
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