+550.0%
LNG vs ENB
+92.6%
+457.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.8% |
| 7D | -4.7% | -4.7% | 0.0% | -1.8% |
| 30D | +3.8% | -5.9% | +9.7% | +7.8% |
| 3M | +16.2% | -14.2% | +30.4% | +28.0% |
| 6M | +11.7% | -8.6% | +20.3% | +18.0% |
| YTD | +44.2% | +3.9% | +40.3% | +40.0% |
| 1Y | +18.6% | +1.8% | +16.8% | +16.5% |
| 3Y | +77.4% | +68.5% | +8.9% | +24.8% |
| 5Y | +232.3% | +62.4% | +169.8% | +140.5% |
| All | +550.0% | +92.6% | +457.4% | +337.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling