+1,710.1%
LYV vs ENPH
+384.7%
+1,325.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -1.9% | -0.1% | -1.9% | -2.0% |
| 30D | -8.2% | -10.8% | +2.7% | -7.3% |
| 3M | -1.3% | -33.8% | +32.6% | +2.2% |
| 6M | +2.6% | -16.1% | +18.7% | +2.5% |
| YTD | +19.4% | +13.4% | +6.0% | +14.4% |
| 1Y | -2.2% | -2.6% | +0.4% | -5.4% |
| 3Y | +106.0% | -70.3% | +176.3% | +115.0% |
| 5Y | +97.7% | -77.0% | +174.7% | +106.6% |
| 10Y | +560.5% | +1,919.4% | -1,358.9% | +372.1% |
| All | +1,710.1% | +384.7% | +1,325.4% | +1,223.1% |
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