+34.6%
LBRT vs SEDG
+2.5%
+32.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.4% | -10.3% | -6.6% |
| 7D | +2.3% | +8.7% | -6.4% | +0.8% |
| 30D | -2.9% | +10.3% | -13.3% | -4.8% |
| 3M | -26.1% | -32.6% | +6.5% | -22.6% |
| 6M | -26.2% | -3.6% | -22.6% | -28.8% |
| YTD | +13.7% | +27.4% | -13.7% | +3.2% |
| 1Y | +93.6% | +24.9% | +68.7% | +72.2% |
| 3Y | +23.2% | -75.3% | +98.5% | +30.8% |
| 5Y | +125.5% | -86.3% | +211.8% | +152.2% |
| All | +34.6% | +2.5% | +32.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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