+11,275.8%
LMT vs ENB
+11,799.4%
-523.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -6.3% | -0.2% | -6.0% | -6.2% |
| 30D | -8.5% | -2.2% | -6.3% | -8.0% |
| 3M | +1.8% | -10.5% | +12.3% | +4.2% |
| 6M | -19.9% | -5.1% | -14.9% | -19.2% |
| YTD | +10.6% | +9.0% | +1.6% | +8.4% |
| 1Y | +17.9% | +8.2% | +9.7% | +15.7% |
| 3Y | +27.0% | +67.8% | -40.8% | +13.2% |
| 5Y | +68.7% | +69.4% | -0.7% | +49.4% |
| 10Y | +181.1% | +117.5% | +63.6% | +131.9% |
| All | +11,275.8% | +11,799.4% | -523.6% | +7,367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling