+1,580.3%
LLY vs ENPH
+1,928.7%
-348.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | +0.3% |
| 7D | -3.1% | +3.4% | -6.5% | -3.3% |
| 30D | -8.6% | -10.3% | +1.6% | -8.2% |
| 3M | -1.6% | -31.4% | +29.7% | -0.3% |
| 6M | +11.8% | -10.1% | +22.0% | +11.4% |
| YTD | +5.1% | +14.6% | -9.5% | +3.5% |
| 1Y | +50.7% | -3.2% | +53.9% | +49.1% |
| 3Y | +95.7% | -69.5% | +165.1% | +98.3% |
| 5Y | +390.2% | -77.2% | +467.4% | +395.9% |
| 10Y | +1,580.3% | +1,940.0% | -359.7% | +1,537.2% |
| All | +1,580.3% | +1,928.7% | -348.4% | +1,537.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling