+23.9%
LBRT vs SEDG
-92.4%
+116.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.9% |
| 7D | -1.9% | -11.2% | +9.3% | -0.3% |
| 30D | -32.0% | -15.3% | -16.8% | -30.7% |
| 3M | -39.7% | -19.9% | -19.7% | -38.3% |
| 6M | -61.1% | -36.2% | -24.9% | -59.8% |
| YTD | -29.4% | -7.6% | -21.8% | -31.2% |
| 1Y | -24.5% | -40.3% | +15.9% | -22.7% |
| 3Y | -28.1% | -62.5% | +34.4% | -29.7% |
| 5Y | +23.9% | -92.6% | +116.4% | +60.1% |
| All | +23.9% | -92.4% | +116.2% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling