+8.4%
LOW vs ENB
+71.0%
-62.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +0.4% | -0.5% | +0.8% | +0.5% |
| 30D | -10.1% | -0.2% | -9.9% | -10.1% |
| 3M | -2.9% | -7.5% | +4.7% | -0.1% |
| 6M | -19.4% | -4.1% | -15.3% | -18.5% |
| YTD | -15.4% | +9.8% | -25.2% | -19.5% |
| 1Y | -24.9% | +8.7% | -33.6% | -28.3% |
| 3Y | -7.8% | +79.0% | -86.8% | -30.6% |
| 5Y | +8.4% | +69.1% | -60.7% | -15.8% |
| All | +8.4% | +71.0% | -62.6% | -15.8% |
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