+655.5%
LHX vs ENPH
+389.6%
+265.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -1.8% |
| 7D | -3.7% | +3.4% | -7.1% | -3.9% |
| 30D | -13.2% | -10.3% | -2.9% | -12.7% |
| 3M | -18.4% | -31.4% | +13.0% | -17.0% |
| 6M | -32.0% | -10.1% | -21.8% | -32.3% |
| YTD | -13.6% | +14.6% | -28.2% | -15.8% |
| 1Y | -6.0% | -3.2% | -2.7% | -7.7% |
| 3Y | +57.9% | -69.5% | +127.4% | +61.3% |
| 5Y | +19.2% | -77.2% | +96.5% | +21.6% |
| 10Y | +232.3% | +1,940.0% | -1,707.7% | +143.5% |
| All | +655.5% | +389.6% | +265.9% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling