-22.8%
LYB vs ENPH
-70.3%
+47.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | +0.3% | -0.1% | +0.3% | +0.2% |
| 30D | +2.5% | -10.8% | +13.3% | +3.5% |
| 3M | +1.4% | -33.8% | +35.2% | +5.2% |
| 6M | -3.5% | -16.1% | +12.6% | -4.2% |
| YTD | +52.0% | +13.4% | +38.6% | +43.0% |
| 1Y | +22.1% | -2.6% | +24.7% | +16.5% |
| 3Y | -22.8% | -70.3% | +47.5% | -21.2% |
| All | -22.8% | -70.3% | +47.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling