+85.4%
LEN vs SEDG
+83.3%
+2.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -4.1% |
| 7D | -7.8% | +8.7% | -16.5% | -8.9% |
| 30D | -11.0% | +10.3% | -21.3% | -12.5% |
| 3M | -12.8% | -32.6% | +19.8% | -9.8% |
| 6M | -20.2% | -3.6% | -16.6% | -23.6% |
| YTD | -23.0% | +27.4% | -50.4% | -30.2% |
| 1Y | -41.8% | +24.9% | -66.7% | -48.2% |
| 3Y | -28.8% | -75.3% | +46.5% | -26.9% |
| 5Y | -12.6% | -86.3% | +73.7% | -5.7% |
| 10Y | +101.7% | +117.7% | -16.0% | +43.0% |
| All | +85.4% | +83.3% | +2.1% | +33.1% |
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