+236.4%
LDOS vs SEDG
+94.7%
+141.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.6% | -2.6% |
| 7D | -1.3% | -11.2% | +9.8% | -0.8% |
| 30D | +10.1% | -15.3% | +25.4% | +10.8% |
| 3M | -4.7% | -19.9% | +15.3% | -4.0% |
| 6M | +5.6% | -36.2% | +41.8% | +6.4% |
| YTD | -25.1% | -7.6% | -17.5% | -26.9% |
| 1Y | -31.7% | -40.3% | +8.7% | -31.7% |
| 3Y | +33.7% | -62.5% | +96.2% | +31.0% |
| 5Y | +54.4% | -92.6% | +146.9% | +68.7% |
| 10Y | +236.4% | +99.8% | +136.6% | +146.8% |
| All | +236.4% | +94.7% | +141.8% | +146.8% |
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