-76.8%
ENPH vs LH
+29.4%
-106.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -4.8% |
| 7D | +3.4% | -3.2% | +6.6% | +5.1% |
| 30D | -10.3% | +0.1% | -10.4% | -10.4% |
| 3M | -31.4% | +18.6% | -50.0% | -37.8% |
| 6M | -10.1% | +17.9% | -28.1% | -18.8% |
| YTD | +14.6% | +28.9% | -14.4% | -2.2% |
| 1Y | -3.2% | +16.6% | -19.8% | -12.5% |
| 3Y | -69.5% | +63.6% | -133.0% | -77.6% |
| All | -76.8% | +29.4% | -106.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling