+52.3%
LVS vs ENB
+1,033.4%
-981.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -3.2% | -2.2% | -1.0% | -1.8% |
| 3M | -12.0% | -10.5% | -1.5% | -5.2% |
| 6M | -19.9% | -5.1% | -14.8% | -18.0% |
| YTD | -30.6% | +9.0% | -39.6% | -36.4% |
| 1Y | -17.7% | +8.2% | -26.0% | -24.4% |
| 3Y | -14.2% | +67.8% | -82.0% | -44.8% |
| 5Y | +9.6% | +69.4% | -59.7% | -30.7% |
| 10Y | +5.7% | +117.5% | -111.9% | -50.4% |
| All | +52.3% | +1,033.4% | -981.1% | -79.4% |
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 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