+431.7%
LDOS vs SEDG
+37.2%
+394.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -2.6% |
| 7D | -7.2% | -8.5% | +1.2% | -6.9% |
| 30D | +16.8% | -17.0% | +33.9% | +17.8% |
| 3M | -1.6% | -15.8% | +14.2% | -1.1% |
| 6M | -1.0% | -32.3% | +31.3% | -0.5% |
| YTD | -25.8% | -4.6% | -21.1% | -27.7% |
| 1Y | -31.1% | -29.2% | -1.8% | -31.8% |
| 3Y | +32.8% | -61.7% | +94.5% | +29.7% |
| 5Y | +49.4% | -92.0% | +141.4% | +61.0% |
| 10Y | +253.9% | +100.8% | +153.1% | +166.9% |
| All | +431.7% | +37.2% | +394.5% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling