-30.3%
LULU vs ENB
+9.4%
-39.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.7% |
| 7D | +6.5% | +0.5% | +6.0% | +6.6% |
| 30D | +20.3% | +6.0% | +14.4% | +21.4% |
| 3M | -8.9% | -7.4% | -1.5% | -10.6% |
| 6M | -13.1% | -8.5% | -4.6% | -14.7% |
| YTD | -46.1% | +6.1% | -52.2% | -45.2% |
| 1Y | -30.3% | +9.4% | -39.7% | -30.1% |
| All | -30.3% | +9.4% | -39.7% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling