+1,865.9%
ENPH vs LDOS
+278.0%
+1,587.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -2.4% | -5.4% | +3.0% | -0.4% |
| 30D | -6.6% | +4.9% | -11.5% | -8.2% |
| 3M | -46.8% | +7.2% | -54.0% | -48.3% |
| 6M | -14.7% | -24.2% | +9.5% | -6.3% |
| YTD | +13.5% | -25.8% | +39.3% | +24.6% |
| 1Y | -0.4% | -24.7% | +24.3% | +8.4% |
| 3Y | -71.7% | +39.3% | -111.0% | -78.1% |
| 5Y | -79.1% | +43.3% | -122.4% | -84.2% |
| All | +1,865.9% | +278.0% | +1,587.9% | +811.8% |
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