-41.8%
LULU vs ENB
-8.2%
-33.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -3.6% |
| 7D | -20.4% | -4.6% | -15.9% | -21.2% |
| 30D | -22.9% | -5.2% | -17.7% | -23.8% |
| 3M | -18.5% | -13.4% | -5.2% | -22.6% |
| 6M | -41.8% | -7.8% | -34.0% | -40.0% |
| All | -41.8% | -8.2% | -33.6% | -40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling