+189.0%
LMT vs ENB
+94.4%
+94.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.4% |
| 7D | -0.5% | -4.6% | +4.0% | +1.0% |
| 30D | -10.8% | -5.2% | -5.6% | -9.2% |
| 3M | +1.6% | -13.4% | +15.0% | +6.6% |
| 6M | -17.6% | -7.8% | -9.7% | -15.5% |
| YTD | +11.6% | +4.9% | +6.7% | +9.3% |
| 1Y | +17.2% | +3.2% | +14.0% | +15.4% |
| 3Y | +35.7% | +71.0% | -35.3% | +11.4% |
| 5Y | +75.2% | +64.0% | +11.2% | +44.5% |
| All | +189.0% | +94.4% | +94.6% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling