-83.4%
ENPH vs LTH
+180.7%
-264.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.4% |
| 7D | -8.4% | -1.3% | -7.2% | -8.0% |
| 30D | -11.2% | +15.7% | -26.8% | -15.8% |
| 3M | -36.1% | +5.0% | -41.1% | -37.4% |
| 6M | -37.9% | +37.7% | -75.6% | -45.2% |
| YTD | -18.7% | +75.0% | -93.7% | -34.9% |
| 1Y | -9.8% | +82.6% | -92.5% | -28.9% |
| 3Y | -66.8% | +241.3% | -308.1% | -81.2% |
| 5Y | -89.6% | +135.4% | -225.1% | -93.9% |
| All | -83.4% | +180.7% | -264.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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