+222.1%
LNG vs ENB
+61.6%
+160.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.9% |
| 7D | -4.7% | -4.7% | 0.0% | -1.5% |
| 30D | +3.8% | -5.9% | +9.7% | +8.2% |
| 3M | +16.2% | -14.2% | +30.4% | +29.4% |
| 6M | +11.7% | -8.6% | +20.3% | +18.7% |
| YTD | +44.2% | +3.9% | +40.3% | +39.2% |
| 1Y | +18.6% | +1.8% | +16.8% | +16.0% |
| 3Y | +77.4% | +68.5% | +8.9% | +16.9% |
| All | +222.1% | +61.6% | +160.5% | +110.8% |
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