-31.8%
LVS vs ENB
+9.4%
-41.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.4% |
| 7D | +13.4% | +0.5% | +12.9% | +13.5% |
| 30D | +12.2% | +6.0% | +6.2% | +13.3% |
| 3M | -10.7% | -7.4% | -3.3% | -12.2% |
| 6M | -19.8% | -8.5% | -11.4% | -21.4% |
| YTD | -35.8% | +6.1% | -41.9% | -36.2% |
| 1Y | -31.8% | +9.4% | -41.2% | -33.4% |
| All | -31.8% | +9.4% | -41.2% | -33.4% |
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