+255.2%
ENPH vs LH
+396.7%
-141.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | -8.4% | +1.1% | -9.5% | -9.0% |
| 30D | -11.2% | +16.7% | -27.9% | -20.6% |
| 3M | -36.1% | +15.1% | -51.2% | -42.6% |
| 6M | -37.9% | +46.3% | -84.3% | -53.1% |
| YTD | -18.7% | +48.8% | -67.4% | -39.7% |
| 1Y | -9.8% | +39.7% | -49.5% | -30.2% |
| 3Y | -66.8% | +87.0% | -153.9% | -79.3% |
| 5Y | -89.6% | +53.0% | -142.6% | -92.7% |
| 10Y | +2,186.8% | +264.3% | +1,922.5% | +674.8% |
| All | +255.2% | +396.7% | -141.6% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling