+52.0%
LQD vs ENPH
+389.6%
-337.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | -0.1% |
| 7D | 0.0% | +3.4% | -3.4% | -0.1% |
| 30D | -0.2% | -10.3% | +10.1% | -0.1% |
| 3M | -1.7% | -31.4% | +29.7% | -1.3% |
| 6M | -2.7% | -10.1% | +7.5% | -2.8% |
| YTD | -1.4% | +14.6% | -16.0% | -2.0% |
| 1Y | -1.0% | -3.2% | +2.2% | -1.4% |
| 3Y | +15.1% | -69.5% | +84.5% | +15.7% |
| 5Y | -5.2% | -77.2% | +72.1% | -4.6% |
| 10Y | +23.3% | +1,940.0% | -1,916.7% | +22.6% |
| All | +52.0% | +389.6% | -337.6% | +50.8% |
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