+2,354.3%
ENPH vs LDOS
+248.5%
+2,105.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.9% |
| 7D | +11.0% | -7.2% | +18.2% | +13.5% |
| 30D | -15.0% | +16.8% | -31.9% | -20.0% |
| 3M | -28.2% | -1.6% | -26.6% | -28.3% |
| 6M | -20.5% | -1.0% | -19.5% | -21.2% |
| YTD | -11.2% | -25.8% | +14.6% | -3.2% |
| 1Y | -8.7% | -31.1% | +22.4% | +2.6% |
| 3Y | -63.6% | +32.8% | -96.4% | -71.3% |
| 5Y | -88.0% | +49.4% | -137.4% | -91.1% |
| All | +2,354.3% | +248.5% | +2,105.8% | +1,686.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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