-88.1%
ENPH vs LTH
+145.7%
-233.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.3% |
| 7D | -9.1% | +6.4% | -15.5% | -11.2% |
| 30D | -15.8% | +16.7% | -32.5% | -20.4% |
| 3M | -32.5% | +11.7% | -44.1% | -35.3% |
| 6M | -24.2% | +48.5% | -72.7% | -34.7% |
| YTD | -13.8% | +78.4% | -92.2% | -31.1% |
| 1Y | -15.8% | +89.7% | -105.5% | -34.3% |
| 3Y | -64.6% | +245.6% | -310.2% | -79.8% |
| 5Y | -88.1% | +142.7% | -230.7% | -93.0% |
| All | -88.1% | +145.7% | -233.8% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling