+85.9%
LNG vs ENB
+72.2%
+13.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +11.3% | +3.1% | +8.2% | +9.3% |
| 30D | +10.6% | +2.1% | +8.5% | +9.4% |
| 3M | +16.1% | -4.4% | +20.6% | +19.2% |
| 6M | +29.6% | -10.1% | +39.6% | +38.0% |
| YTD | +60.3% | +5.2% | +55.1% | +55.1% |
| 1Y | +46.1% | +4.2% | +41.9% | +42.0% |
| 3Y | +85.9% | +70.1% | +15.9% | +45.2% |
| All | +85.9% | +72.2% | +13.8% | +45.2% |
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 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