-82.0%
ENPH vs LTH
+186.8%
-268.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | -10.1% | +17.7% | -27.8% | -15.4% |
| 3M | -33.1% | +8.5% | -41.6% | -35.3% |
| 6M | -24.8% | +46.9% | -71.8% | -35.2% |
| YTD | -11.7% | +78.8% | -90.5% | -29.8% |
| 1Y | -8.2% | +84.9% | -93.1% | -28.0% |
| 3Y | -63.7% | +246.4% | -310.1% | -79.6% |
| 5Y | -88.7% | +129.6% | -218.3% | -93.2% |
| All | -82.0% | +186.8% | -268.8% | -90.5% |
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