+324.0%
LHX vs SEDG
+83.3%
+240.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.0% |
| 7D | -4.8% | +8.7% | -13.5% | -5.2% |
| 30D | -12.7% | +10.3% | -23.1% | -13.3% |
| 3M | -17.6% | -32.6% | +15.0% | -16.6% |
| 6M | -30.7% | -3.6% | -27.2% | -31.9% |
| YTD | -14.3% | +27.4% | -41.7% | -17.5% |
| 1Y | -8.4% | +24.9% | -33.3% | -12.3% |
| 3Y | +56.7% | -75.3% | +132.0% | +60.3% |
| 5Y | +18.5% | -86.3% | +104.8% | +23.9% |
| 10Y | +229.6% | +117.7% | +111.8% | +161.7% |
| All | +324.0% | +83.3% | +240.7% | +262.6% |
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