-3.8%
LVS vs ENB
+94.4%
-98.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | +0.3% |
| 7D | -4.3% | -4.6% | +0.3% | -1.9% |
| 30D | -6.8% | -5.2% | -1.6% | -4.3% |
| 3M | -15.6% | -13.4% | -2.2% | -9.3% |
| 6M | -20.6% | -7.8% | -12.8% | -18.0% |
| YTD | -33.4% | +4.9% | -38.3% | -36.3% |
| 1Y | -20.1% | +3.2% | -23.4% | -23.1% |
| 3Y | -7.4% | +71.0% | -78.4% | -34.5% |
| 5Y | +8.5% | +64.0% | -55.5% | -21.4% |
| All | -3.8% | +94.4% | -98.2% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling