-70.3%
ENPH vs LUMN
+385.3%
-455.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -0.1% | +2.5% | -2.6% | -0.3% |
| 30D | -10.8% | +10.3% | -21.2% | -11.7% |
| 3M | -33.8% | -18.3% | -15.6% | -32.9% |
| 6M | -16.1% | +4.4% | -20.5% | -15.6% |
| YTD | +13.4% | -10.7% | +24.1% | +13.8% |
| 1Y | -2.6% | +14.0% | -16.6% | -4.7% |
| 3Y | -70.3% | +406.6% | -476.8% | -80.0% |
| All | -70.3% | +385.3% | -455.6% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling