+3,774.0%
LLY vs ENPH
+384.9%
+3,389.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | -2.4% | +0.2% | -2.1% |
| 30D | -1.6% | -6.6% | +5.0% | -1.4% |
| 3M | +2.3% | -46.8% | +49.1% | +4.7% |
| 6M | +14.9% | -14.7% | +29.6% | +14.8% |
| YTD | +7.5% | +13.5% | -6.0% | +6.0% |
| 1Y | +55.7% | -0.4% | +56.1% | +54.0% |
| 3Y | +110.6% | -71.7% | +182.3% | +114.3% |
| 5Y | +363.4% | -79.1% | +442.5% | +370.3% |
| 10Y | +1,649.0% | +1,898.4% | -249.4% | +1,404.3% |
| All | +3,774.0% | +384.9% | +3,389.0% | +3,184.5% |
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