-76.9%
ENPH vs LTH
+160.9%
-237.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -6.6% | -4.6% | -2.0% | -5.2% |
| 3M | -46.8% | +32.8% | -79.6% | -52.4% |
| 6M | -14.7% | +64.6% | -79.4% | -29.9% |
| YTD | +13.5% | +62.6% | -49.2% | -6.4% |
| 1Y | -0.4% | +49.9% | -50.4% | -15.7% |
| 3Y | -71.7% | +151.3% | -223.1% | -82.0% |
| All | -76.9% | +160.9% | -237.8% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling