+1,255.2%
LNG vs ENB
+8,792.8%
-7,537.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.3% |
| 6M | +29.6% | -10.1% | +39.6% | +37.9% |
| 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% | +34.1% |
| 5Y | +210.8% | +59.4% | +151.4% | +133.7% |
| 10Y | +808.8% | +109.5% | +699.3% | +460.1% |
| All | +1,255.2% | +8,792.8% | -7,537.6% | +413.3% |
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