+294.7%
ENPH vs LDOS
+728.1%
-433.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.1% | -8.3% | -8.2% |
| 7D | +12.0% | -3.7% | +15.7% | +13.4% |
| 30D | -14.6% | +16.4% | -31.0% | -20.5% |
| 3M | -25.6% | +7.4% | -33.0% | -28.6% |
| 6M | -19.6% | -0.3% | -19.2% | -20.9% |
| YTD | -9.6% | -24.0% | +14.4% | -1.2% |
| 1Y | -10.0% | -29.6% | +19.5% | +1.9% |
| 3Y | -64.2% | +35.1% | -99.3% | -72.5% |
| 5Y | -87.8% | +52.9% | -140.7% | -91.3% |
| 10Y | +2,376.1% | +262.2% | +2,113.8% | +894.2% |
| All | +294.7% | +728.1% | -433.4% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling