+550.0%
LNG vs ENPH
+1,908.3%
-1,358.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +3.8% | -10.8% | +14.7% | +4.5% |
| 3M | +16.2% | -33.8% | +50.0% | +18.9% |
| 6M | +11.7% | -16.1% | +27.8% | +11.3% |
| YTD | +44.2% | +13.4% | +30.8% | +39.2% |
| 1Y | +18.6% | -2.6% | +21.2% | +15.3% |
| 3Y | +77.4% | -70.3% | +147.7% | +82.7% |
| 5Y | +232.3% | -77.0% | +309.3% | +239.7% |
| All | +550.0% | +1,908.3% | -1,358.3% | +393.9% |
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 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