+639.9%
LYB vs ENB
+325.3%
+314.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +2.3% |
| 7D | -0.7% | -4.6% | +3.8% | +2.4% |
| 30D | +1.5% | -5.2% | +6.7% | +5.2% |
| 3M | -0.3% | -13.4% | +13.1% | +9.8% |
| 6M | +0.1% | -7.8% | +7.9% | +5.1% |
| YTD | +53.4% | +4.9% | +48.6% | +47.0% |
| 1Y | +25.6% | +3.2% | +22.4% | +21.4% |
| 3Y | -21.3% | +71.0% | -92.3% | -48.0% |
| 5Y | -2.4% | +64.0% | -66.4% | -33.7% |
| 10Y | +48.8% | +92.8% | -44.0% | -11.5% |
| All | +639.9% | +325.3% | +314.5% | +103.3% |
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 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