+29.9%
LDOS vs SEDG
-65.3%
+95.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.9% | +6.8% | -2.0% |
| 7D | -3.5% | -7.3% | +3.8% | -3.4% |
| 30D | +9.5% | -25.3% | +34.9% | +9.8% |
| 3M | -6.3% | -24.1% | +17.8% | -6.1% |
| 6M | +2.8% | -39.9% | +42.7% | +3.1% |
| YTD | -26.6% | -15.8% | -10.8% | -27.2% |
| 1Y | -31.3% | -42.9% | +11.6% | -31.3% |
| All | +29.9% | -65.3% | +95.2% | +24.7% |
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