+222.0%
LHX vs SEDG
+106.4%
+115.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.9% |
| 7D | -4.3% | +1.4% | -5.7% | -4.3% |
| 30D | -15.1% | +8.3% | -23.4% | -15.5% |
| 3M | -21.0% | -40.7% | +19.7% | -19.5% |
| 6M | -32.0% | -3.9% | -28.1% | -33.2% |
| YTD | -15.3% | +20.2% | -35.5% | -18.2% |
| 1Y | -11.1% | +17.6% | -28.7% | -14.5% |
| 3Y | +54.0% | -76.6% | +130.6% | +59.0% |
| 5Y | +17.1% | -87.1% | +104.2% | +23.8% |
| All | +222.0% | +106.4% | +115.6% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling