-29.5%
LEN vs SEDG
-75.7%
+46.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -3.9% |
| 7D | -7.8% | +8.7% | -16.5% | -8.5% |
| 30D | -11.0% | +10.3% | -21.3% | -11.9% |
| 3M | -12.8% | -32.6% | +19.8% | -10.9% |
| 6M | -20.2% | -3.6% | -16.6% | -22.5% |
| YTD | -23.0% | +27.4% | -50.4% | -28.0% |
| 1Y | -41.8% | +24.9% | -66.7% | -46.3% |
| All | -29.5% | -75.7% | +46.3% | -25.5% |
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