-78.4%
ENPH vs LBRT
+115.1%
-193.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -2.4% | +8.7% | -11.1% | -3.6% |
| 30D | -6.6% | +6.6% | -13.2% | -7.7% |
| 3M | -46.8% | -34.5% | -12.3% | -43.7% |
| 6M | -14.7% | -24.5% | +9.7% | -11.8% |
| YTD | +13.5% | +12.7% | +0.8% | +9.8% |
| 1Y | -0.4% | +94.8% | -95.3% | -13.5% |
| 3Y | -71.7% | +31.9% | -103.6% | -74.4% |
| All | -78.4% | +115.1% | -193.6% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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