+260.0%
LDOS vs SEDG
+107.5%
+152.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.5% | -9.4% | -3.2% |
| 7D | -7.1% | +12.1% | -19.3% | -7.7% |
| 30D | -6.1% | +14.7% | -20.8% | -6.8% |
| 3M | +5.6% | -43.0% | +48.6% | +8.0% |
| 6M | -26.9% | +9.0% | -36.0% | -28.6% |
| YTD | -27.9% | +26.3% | -54.2% | -30.6% |
| 1Y | -26.8% | +8.9% | -35.7% | -29.4% |
| 3Y | +39.6% | -75.5% | +115.1% | +43.4% |
| 5Y | +39.4% | -86.7% | +126.1% | +46.4% |
| 10Y | +260.0% | +110.6% | +149.4% | +171.6% |
| All | +260.0% | +107.5% | +152.5% | +171.6% |
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