+37.3%
LMT vs ENB
+79.6%
-42.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -1.5% | -0.5% | -1.1% | -1.4% |
| 30D | -8.2% | -0.2% | -8.0% | -8.2% |
| 3M | +3.7% | -7.5% | +11.2% | +6.1% |
| 6M | -19.2% | -4.1% | -15.0% | -18.3% |
| YTD | +12.9% | +9.8% | +3.1% | +9.2% |
| 1Y | +19.8% | +8.7% | +11.1% | +16.2% |
| 3Y | +37.3% | +79.0% | -41.7% | +10.0% |
| All | +37.3% | +79.6% | -42.3% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling