+4,727.6%
LLY vs ENPH
+268.5%
+4,459.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.6% |
| 7D | +1.6% | -9.1% | +10.8% | +2.0% |
| 30D | +21.5% | -15.8% | +37.2% | +22.1% |
| 3M | +16.4% | -32.5% | +48.9% | +18.0% |
| 6M | +51.5% | -24.2% | +75.7% | +51.9% |
| YTD | +33.9% | -13.8% | +47.7% | +33.3% |
| 1Y | +49.1% | -15.8% | +64.9% | +48.4% |
| 3Y | +144.6% | -64.6% | +209.2% | +146.9% |
| 5Y | +466.3% | -88.1% | +554.4% | +486.5% |
| 10Y | +2,024.1% | +2,367.9% | -343.7% | +1,720.1% |
| All | +4,727.6% | +268.5% | +4,459.1% | +4,031.1% |
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