+606.9%
LULU vs ENB
+548.5%
+58.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.6% |
| 7D | -1.6% | -4.7% | +3.0% | +0.7% |
| 30D | -18.1% | -5.9% | -12.2% | -15.6% |
| 3M | -18.8% | -14.2% | -4.5% | -12.6% |
| 6M | -39.2% | -8.6% | -30.6% | -37.0% |
| YTD | -52.4% | +3.9% | -56.3% | -54.0% |
| 1Y | -40.3% | +1.8% | -42.1% | -41.7% |
| 3Y | -75.1% | +68.5% | -143.6% | -81.6% |
| 5Y | -76.7% | +62.4% | -139.2% | -82.5% |
| 10Y | +52.7% | +90.9% | -38.2% | -0.4% |
| All | +606.9% | +548.5% | +58.5% | +63.1% |
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 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