+46.3%
LYB vs ENB
+92.6%
-46.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.3% |
| 7D | +0.3% | -4.7% | +4.9% | +3.4% |
| 30D | +2.5% | -5.9% | +8.3% | +6.6% |
| 3M | +1.4% | -14.2% | +15.6% | +12.2% |
| 6M | -3.5% | -8.6% | +5.1% | +1.8% |
| YTD | +52.0% | +3.9% | +48.1% | +46.6% |
| 1Y | +22.1% | +1.8% | +20.3% | +19.1% |
| 3Y | -22.8% | +68.5% | -91.3% | -48.4% |
| 5Y | -3.4% | +62.4% | -65.8% | -33.8% |
| All | +46.3% | +92.6% | -46.3% | -10.8% |
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 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