+449.2%
LUV vs ENPH
+389.6%
+59.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | +0.5% |
| 7D | +0.7% | +3.4% | -2.7% | +0.3% |
| 30D | -13.4% | -10.3% | -3.2% | -12.7% |
| 3M | -9.6% | -31.4% | +21.8% | -6.9% |
| 6M | -8.9% | -10.1% | +1.2% | -9.2% |
| YTD | -5.2% | +14.6% | -19.7% | -8.1% |
| 1Y | +27.0% | -3.2% | +30.3% | +24.5% |
| 3Y | +39.6% | -69.5% | +109.1% | +45.8% |
| 5Y | -14.4% | -77.2% | +62.8% | -10.7% |
| 10Y | +17.3% | +1,940.0% | -1,922.7% | -13.5% |
| All | +449.2% | +389.6% | +59.6% | +319.6% |
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