+395.5%
ENPH vs LDOS
+708.7%
-313.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | -2.4% | -5.4% | +3.0% | 0.0% |
| 30D | -6.6% | +4.9% | -11.5% | -8.6% |
| 3M | -46.8% | +7.2% | -54.0% | -48.7% |
| 6M | -14.7% | -24.2% | +9.5% | -4.9% |
| YTD | +13.5% | -25.8% | +39.3% | +26.4% |
| 1Y | -0.4% | -24.7% | +24.3% | +9.7% |
| 3Y | -71.7% | +39.3% | -111.0% | -78.6% |
| 5Y | -79.1% | +43.3% | -122.4% | -84.6% |
| 10Y | +1,898.4% | +278.6% | +1,619.8% | +684.5% |
| All | +395.5% | +708.7% | -313.2% | +0.9% |
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