+2,186.8%
ENPH vs LEN
+136.9%
+2,049.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -8.4% | -5.8% | -2.6% | -5.2% |
| 30D | -11.2% | +13.7% | -24.9% | -17.8% |
| 3M | -36.1% | -3.9% | -32.2% | -35.4% |
| 6M | -37.9% | -0.4% | -37.6% | -38.7% |
| YTD | -18.7% | -16.8% | -1.8% | -12.0% |
| 1Y | -9.8% | -29.5% | +19.7% | +6.4% |
| 3Y | -66.8% | -25.6% | -41.2% | -62.2% |
| 5Y | -89.6% | -13.2% | -76.4% | -89.4% |
| All | +2,186.8% | +136.9% | +2,049.9% | +1,073.1% |
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