+1,086.2%
ENPH vs LBRT
-22.5%
+1,108.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.8% |
| 7D | +11.0% | -29.1% | +40.1% | +18.1% |
| 30D | -15.0% | -38.4% | +23.4% | -7.3% |
| 3M | -28.2% | -40.1% | +11.8% | -21.7% |
| 6M | -20.5% | -62.9% | +42.4% | -4.6% |
| YTD | -11.2% | -34.5% | +23.4% | -7.0% |
| 1Y | -8.7% | -30.2% | +21.5% | -5.9% |
| 3Y | -63.6% | -37.5% | -26.1% | -63.8% |
| 5Y | -88.0% | +7.6% | -95.6% | -90.0% |
| All | +1,086.2% | -22.5% | +1,108.7% | +665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling