-4.9%
LYB vs ENPH
-77.1%
+72.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | +1.4% | -33.8% | +35.2% | +4.7% |
| 6M | -3.5% | -16.1% | +12.6% | -4.0% |
| YTD | +52.0% | +13.4% | +38.6% | +45.2% |
| 1Y | +22.1% | -2.6% | +24.7% | +17.9% |
| 3Y | -22.8% | -70.3% | +47.5% | -20.7% |
| All | -4.9% | -77.1% | +72.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling