-88.7%
ENPH vs LDOS
+52.3%
-141.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.9% |
| 7D | -10.3% | -1.3% | -9.0% | -10.1% |
| 30D | -10.1% | +10.1% | -20.2% | -12.6% |
| 3M | -33.1% | -4.7% | -28.4% | -32.6% |
| 6M | -24.8% | +5.6% | -30.4% | -26.3% |
| YTD | -11.7% | -25.1% | +13.4% | -5.1% |
| 1Y | -8.2% | -31.7% | +23.4% | +2.0% |
| 3Y | -63.7% | +33.7% | -97.4% | -73.7% |
| 5Y | -88.7% | +54.4% | -143.1% | -92.8% |
| All | -88.7% | +52.3% | -141.0% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling