+1,919.4%
ENPH vs LNT
+148.3%
+1,771.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.1% | -1.0% | +1.0% | +0.4% |
| 30D | -10.8% | -4.2% | -6.6% | -9.2% |
| 3M | -33.8% | -6.7% | -27.1% | -32.3% |
| 6M | -16.1% | -3.6% | -12.6% | -15.8% |
| YTD | +13.4% | +5.9% | +7.5% | +8.8% |
| 1Y | -2.6% | +7.3% | -9.9% | -7.4% |
| 3Y | -70.3% | +46.5% | -116.7% | -75.5% |
| 5Y | -77.0% | +32.5% | -109.5% | -80.5% |
| All | +1,919.4% | +148.3% | +1,771.1% | +1,187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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