+90.9%
LYV vs ENB
+61.6%
+29.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -1.9% | -4.7% | +2.7% | +0.2% |
| 30D | -8.2% | -5.9% | -2.3% | -5.7% |
| 3M | -1.3% | -14.2% | +13.0% | +5.9% |
| 6M | +2.6% | -8.6% | +11.2% | +6.2% |
| YTD | +19.4% | +3.9% | +15.5% | +15.2% |
| 1Y | -2.2% | +1.8% | -4.0% | -4.7% |
| 3Y | +106.0% | +68.5% | +37.5% | +47.2% |
| All | +90.9% | +61.6% | +29.4% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling