+431.4%
LDOS vs SEDG
+70.6%
+360.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -5.4% | +8.9% | -14.3% | -5.9% |
| 30D | +4.9% | +0.9% | +4.0% | +4.7% |
| 3M | +7.2% | -53.2% | +60.4% | +10.8% |
| 6M | -24.2% | -9.9% | -14.4% | -25.3% |
| YTD | -25.8% | +18.5% | -44.3% | -28.3% |
| 1Y | -24.7% | +0.1% | -24.8% | -27.1% |
| 3Y | +39.3% | -78.9% | +118.2% | +43.7% |
| 5Y | +43.3% | -88.0% | +131.3% | +50.6% |
| 10Y | +278.6% | +97.5% | +181.1% | +187.6% |
| All | +431.4% | +70.6% | +360.8% | +296.6% |
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 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