+1,108.8%
LNG vs ENB
+9,183.9%
-8,075.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | -6.2% | -0.5% | -5.7% | -5.9% |
| 30D | +8.0% | -0.2% | +8.2% | +8.1% |
| 3M | +16.9% | -7.5% | +24.4% | +22.4% |
| 6M | +8.7% | -4.1% | +12.8% | +11.3% |
| YTD | +43.0% | +9.8% | +33.2% | +34.8% |
| 1Y | +19.4% | +8.7% | +10.7% | +13.2% |
| 3Y | +74.7% | +79.0% | -4.3% | +22.1% |
| 5Y | +222.4% | +69.1% | +153.3% | +134.0% |
| 10Y | +532.2% | +96.5% | +435.7% | +304.1% |
| All | +1,108.8% | +9,183.9% | -8,075.1% | +346.2% |
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 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