+75.2%
LMT vs ENPH
-77.4%
+152.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.5% |
| 30D | -10.8% | -12.9% | +2.1% | -10.7% |
| 3M | +1.6% | -27.1% | +28.7% | +1.8% |
| 6M | -17.6% | -15.4% | -2.1% | -17.7% |
| YTD | +11.6% | +15.0% | -3.4% | +10.6% |
| 1Y | +17.2% | -0.7% | +17.9% | +16.5% |
| 3Y | +35.7% | -69.3% | +105.1% | +38.5% |
| 5Y | +75.2% | -76.7% | +151.9% | +81.9% |
| All | +75.2% | -77.4% | +152.6% | +81.9% |
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