-3.3%
LVS vs ENPH
+1,908.3%
-1,911.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -6.2% | -10.8% | +4.6% | -5.3% |
| 3M | -14.8% | -33.8% | +19.0% | -11.7% |
| 6M | -20.9% | -16.1% | -4.7% | -21.1% |
| YTD | -33.0% | +13.4% | -46.5% | -36.0% |
| 1Y | -20.0% | -2.6% | -17.4% | -22.7% |
| 3Y | -6.9% | -70.3% | +63.3% | -2.5% |
| 5Y | +9.1% | -77.0% | +86.1% | +13.7% |
| All | -3.3% | +1,908.3% | -1,911.6% | -20.3% |
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