-64.6%
ENPH vs LTH
+253.6%
-318.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.3% |
| 7D | -9.1% | +6.4% | -15.5% | -10.7% |
| 30D | -15.8% | +16.7% | -32.5% | -19.4% |
| 3M | -32.5% | +11.7% | -44.1% | -34.7% |
| 6M | -24.2% | +48.5% | -72.7% | -32.9% |
| YTD | -13.8% | +78.4% | -92.2% | -27.9% |
| 1Y | -15.8% | +89.7% | -105.5% | -30.8% |
| 3Y | -64.6% | +245.6% | -310.2% | -80.4% |
| All | -64.6% | +253.6% | -318.2% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling