-67.7%
ENPH vs LTH
+159.1%
-226.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.5% | +7.3% |
| 7D | +9.3% | +1.5% | +7.7% | +8.7% |
| 30D | -7.3% | -3.1% | -4.2% | -6.5% |
| 3M | -31.7% | +28.1% | -59.8% | -37.2% |
| 6M | -3.5% | +67.4% | -70.9% | -18.2% |
| YTD | +21.2% | +59.8% | -38.6% | +4.1% |
| 1Y | +0.1% | +45.6% | -45.5% | -12.0% |
| 3Y | -67.7% | +162.0% | -229.7% | -79.6% |
| All | -67.7% | +159.1% | -226.8% | -79.6% |
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