+19.7%
LVS vs ENPH
+389.6%
-369.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +4.0% | -0.9% |
| 7D | -2.7% | +3.4% | -6.1% | -3.1% |
| 30D | -4.7% | -10.3% | +5.6% | -3.7% |
| 3M | -15.6% | -31.4% | +15.8% | -12.7% |
| 6M | -18.6% | -10.1% | -8.5% | -19.5% |
| YTD | -32.3% | +14.6% | -46.8% | -35.4% |
| 1Y | -18.0% | -3.2% | -14.8% | -20.8% |
| 3Y | -5.8% | -69.5% | +63.6% | -1.5% |
| 5Y | +5.7% | -77.2% | +83.0% | +10.4% |
| 10Y | 0.0% | +1,940.0% | -1,940.0% | -39.2% |
| All | +19.7% | +389.6% | -369.9% | -26.4% |
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 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