+34.1%
LMT vs ENB
+3.2%
+31.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +5.1% | +3.1% | +2.0% | +4.1% |
| 30D | +14.1% | +2.1% | +12.0% | +13.4% |
| 3M | +0.3% | -4.4% | +4.7% | +1.3% |
| 6M | +16.1% | -10.1% | +26.2% | +18.9% |
| YTD | +25.5% | +5.2% | +20.3% | +23.5% |
| 1Y | +34.1% | +4.2% | +29.9% | +32.3% |
| All | +34.1% | +3.2% | +31.0% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling