+18.7%
LHX vs ENPH
-77.1%
+95.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -1.1% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -15.1% | -10.8% | -4.3% | -14.8% |
| 3M | -21.0% | -33.8% | +12.9% | -19.9% |
| 6M | -32.0% | -16.1% | -15.9% | -32.1% |
| YTD | -15.3% | +13.4% | -28.7% | -17.3% |
| 1Y | -11.1% | -2.6% | -8.5% | -12.6% |
| 3Y | +54.0% | -70.3% | +124.3% | +58.8% |
| All | +18.7% | -77.1% | +95.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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