-2.6%
ENPH vs LUMN
+11.9%
-14.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | -0.1% | +2.5% | -2.6% | -0.5% |
| 30D | -10.8% | +10.3% | -21.2% | -12.2% |
| 3M | -33.8% | -18.3% | -15.6% | -32.6% |
| 6M | -16.1% | +4.4% | -20.5% | -11.8% |
| YTD | +13.4% | -10.7% | +24.1% | +14.3% |
| 1Y | -2.6% | +14.0% | -16.6% | -11.2% |
| All | -2.6% | +11.9% | -14.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling