+50.0%
LULU vs ENPH
+1,908.3%
-1,858.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.3% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | -18.1% | -10.8% | -7.3% | -16.9% |
| 3M | -18.8% | -33.8% | +15.1% | -14.6% |
| 6M | -39.2% | -16.1% | -23.1% | -39.2% |
| YTD | -52.4% | +13.4% | -65.8% | -55.0% |
| 1Y | -40.3% | -2.6% | -37.7% | -42.5% |
| 3Y | -75.1% | -70.3% | -4.8% | -73.4% |
| 5Y | -76.7% | -77.0% | +0.3% | -74.9% |
| All | +50.0% | +1,908.3% | -1,858.3% | +8.4% |
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