+1,919.4%
ENPH vs LEN
+108.0%
+1,811.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.6% |
| 7D | -0.1% | -4.8% | +4.7% | +2.4% |
| 30D | -10.8% | -6.6% | -4.3% | -7.7% |
| 3M | -33.8% | -15.7% | -18.2% | -27.8% |
| 6M | -16.1% | -16.6% | +0.5% | -7.8% |
| YTD | +13.4% | -21.3% | +34.8% | +27.8% |
| 1Y | -2.6% | -42.0% | +39.4% | +29.3% |
| 3Y | -70.3% | -27.9% | -42.3% | -65.2% |
| 5Y | -77.0% | -10.7% | -66.3% | -76.6% |
| All | +1,919.4% | +108.0% | +1,811.4% | +1,168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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