+103.7%
LMT vs ENB
+55.5%
+48.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +4.8% | 0.0% | +4.8% | +4.9% |
| 30D | +19.9% | +1.4% | +18.5% | +19.3% |
| 3M | +0.2% | -5.2% | +5.4% | +2.0% |
| 6M | +17.4% | -9.9% | +27.4% | +21.5% |
| YTD | +27.2% | +4.7% | +22.5% | +24.5% |
| 1Y | +35.6% | +2.8% | +32.8% | +33.5% |
| 3Y | +47.1% | +71.3% | -24.2% | +18.7% |
| 5Y | +103.7% | +58.6% | +45.1% | +67.2% |
| All | +103.7% | +55.5% | +48.2% | +67.2% |
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