-5.8%
LVS vs ENB
+76.5%
-82.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | -15.6% | -8.5% | -7.1% | -14.6% |
| 6M | -18.6% | -4.5% | -14.1% | -18.5% |
| YTD | -32.3% | +9.1% | -41.4% | -34.6% |
| 1Y | -18.0% | +8.0% | -26.0% | -20.7% |
| All | -5.8% | +76.5% | -82.3% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling