+255.2%
ENPH vs LPLA
+901.6%
-646.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -8.4% | -0.9% | -7.5% | -8.1% |
| 30D | -11.2% | -9.5% | -1.7% | -7.0% |
| 3M | -36.1% | -21.9% | -14.2% | -29.5% |
| 6M | -37.9% | -2.6% | -35.3% | -38.0% |
| YTD | -18.7% | -17.8% | -0.9% | -13.8% |
| 1Y | -9.8% | -21.2% | +11.4% | -2.8% |
| 3Y | -66.8% | +30.6% | -97.4% | -73.8% |
| 5Y | -89.6% | +81.3% | -171.0% | -93.3% |
| 10Y | +2,186.8% | +773.9% | +1,412.9% | +577.8% |
| All | +255.2% | +901.6% | -646.4% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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