+292.5%
LOW vs ENB
+108.4%
+184.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +21.3% | +1.4% | +19.9% | +20.4% |
| 3M | +6.0% | -5.2% | +11.2% | +8.5% |
| 6M | +2.6% | -9.9% | +12.5% | +7.2% |
| YTD | -3.6% | +4.7% | -8.3% | -6.7% |
| 1Y | -1.0% | +2.8% | -3.7% | -3.3% |
| 3Y | +24.2% | +71.3% | -47.1% | -7.3% |
| 5Y | +6.3% | +58.6% | -52.3% | -18.5% |
| All | +292.5% | +108.4% | +184.1% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling