-36.8%
LVS vs ENB
+3.2%
-40.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.8% |
| 7D | -0.8% | +3.1% | -4.0% | -0.2% |
| 30D | +10.0% | +2.1% | +7.9% | +10.5% |
| 3M | -11.0% | -4.4% | -6.6% | -12.1% |
| 6M | -20.1% | -10.1% | -10.1% | -22.3% |
| YTD | -36.3% | +5.2% | -41.5% | -35.7% |
| 1Y | -36.8% | +4.2% | -41.1% | -35.8% |
| All | -36.8% | +3.2% | -40.0% | -35.8% |
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