+395.5%
ENPH vs LEN
+265.4%
+130.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -2.4% | -3.2% | +0.8% | -0.5% |
| 30D | -6.6% | -4.9% | -1.7% | -4.0% |
| 3M | -46.8% | -8.5% | -38.3% | -44.3% |
| 6M | -14.7% | -20.7% | +5.9% | -3.3% |
| YTD | +13.5% | -17.4% | +30.9% | +24.8% |
| 1Y | -0.4% | -38.2% | +37.8% | +28.0% |
| 3Y | -71.7% | -24.9% | -46.9% | -67.7% |
| 5Y | -79.1% | -11.4% | -67.6% | -78.6% |
| 10Y | +1,898.4% | +110.0% | +1,788.3% | +1,014.0% |
| All | +395.5% | +265.4% | +130.1% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling