+71.8%
LMT vs ENB
+68.4%
+3.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -12.5% | -1.1% | -11.4% | -12.2% |
| 3M | -0.5% | -8.5% | +8.0% | +2.5% |
| 6M | -20.0% | -4.5% | -15.5% | -18.9% |
| YTD | +10.4% | +9.1% | +1.3% | +6.6% |
| 1Y | +17.7% | +8.0% | +9.8% | +14.0% |
| 3Y | +34.3% | +77.8% | -43.5% | +7.2% |
| 5Y | +71.8% | +69.4% | +2.4% | +37.2% |
| All | +71.8% | +68.4% | +3.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling