+395.5%
ENPH vs LH
+338.3%
+57.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.1% |
| 7D | -2.4% | -2.5% | +0.1% | -0.8% |
| 30D | -6.6% | +4.3% | -11.0% | -9.2% |
| 3M | -46.8% | +25.5% | -72.3% | -54.9% |
| 6M | -14.7% | +17.0% | -31.7% | -24.4% |
| YTD | +13.5% | +31.3% | -17.8% | -7.3% |
| 1Y | -0.4% | +20.0% | -20.4% | -13.9% |
| 3Y | -71.7% | +63.9% | -135.6% | -80.4% |
| 5Y | -79.1% | +30.9% | -109.9% | -83.5% |
| 10Y | +1,898.4% | +191.4% | +1,707.0% | +700.0% |
| All | +395.5% | +338.3% | +57.2% | +45.3% |
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