+1,836.1%
LNG vs ENPH
+389.6%
+1,446.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.4% |
| 7D | -6.7% | +3.4% | -10.1% | -7.1% |
| 30D | +3.9% | -10.3% | +14.1% | +4.6% |
| 3M | +15.5% | -31.4% | +46.9% | +18.4% |
| 6M | +10.5% | -10.1% | +20.6% | +9.3% |
| YTD | +43.0% | +14.6% | +28.4% | +37.0% |
| 1Y | +18.9% | -3.2% | +22.1% | +15.1% |
| 3Y | +74.7% | -69.5% | +144.1% | +79.9% |
| 5Y | +231.2% | -77.2% | +308.5% | +238.6% |
| 10Y | +544.5% | +1,940.0% | -1,395.5% | +274.3% |
| All | +1,836.1% | +389.6% | +1,446.5% | +1,124.0% |
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