+27.0%
LBRT vs SEDG
-75.9%
+102.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.6% | +3.3% |
| 7D | +6.9% | +12.1% | -5.2% | +5.7% |
| 30D | +7.8% | +14.7% | -6.9% | +6.2% |
| 3M | -25.3% | -43.0% | +17.8% | -21.9% |
| 6M | -19.6% | +9.0% | -28.6% | -21.5% |
| YTD | +17.2% | +26.3% | -9.1% | +12.0% |
| 1Y | +114.1% | +8.9% | +105.1% | +104.9% |
| 3Y | +27.0% | -75.5% | +102.5% | +20.7% |
| All | +27.0% | -75.9% | +102.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling