+77.1%
LNG vs ENB
+69.7%
+7.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +3.0% |
| 7D | -4.5% | -4.6% | +0.1% | -1.9% |
| 30D | +4.7% | -5.2% | +9.9% | +7.9% |
| 3M | +15.1% | -13.4% | +28.5% | +25.3% |
| 6M | +13.6% | -7.8% | +21.4% | +19.1% |
| YTD | +44.0% | +4.9% | +39.1% | +39.4% |
| 1Y | +18.4% | +3.2% | +15.1% | +15.6% |
| All | +77.1% | +69.7% | +7.4% | +33.0% |
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