+812.7%
LMT vs ENPH
+417.7%
+395.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | +1.9% |
| 7D | -1.5% | +9.3% | -10.8% | -1.8% |
| 30D | -8.2% | -7.3% | -1.0% | -8.1% |
| 3M | +3.7% | -31.7% | +35.5% | +4.7% |
| 6M | -19.2% | -3.5% | -15.7% | -19.6% |
| YTD | +12.9% | +21.2% | -8.3% | +11.1% |
| 1Y | +19.8% | +0.1% | +19.7% | +18.4% |
| 3Y | +37.3% | -67.7% | +105.0% | +38.8% |
| 5Y | +74.4% | -76.2% | +150.6% | +76.3% |
| 10Y | +188.9% | +2,057.2% | -1,868.3% | +141.3% |
| All | +812.7% | +417.7% | +395.0% | +656.5% |
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