-16.4%
LBRT vs SEDG
-25.6%
+9.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.8% |
| 7D | -1.9% | -11.2% | +9.3% | +0.2% |
| 30D | -32.0% | -15.3% | -16.8% | -30.2% |
| 3M | -39.7% | -19.9% | -19.7% | -37.8% |
| 6M | -61.1% | -36.2% | -24.9% | -59.5% |
| YTD | -29.4% | -7.6% | -21.8% | -32.6% |
| 1Y | -24.5% | -40.3% | +15.9% | -22.6% |
| 3Y | -28.1% | -62.5% | +34.4% | -31.2% |
| 5Y | +23.9% | -92.6% | +116.4% | +58.5% |
| All | -16.4% | -25.6% | +9.2% | -43.0% |
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