+162.9%
LII vs SEDG
+84.0%
+78.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.9% | +8.2% | +0.2% |
| 7D | -0.2% | -7.3% | +7.1% | +0.5% |
| 30D | -0.6% | -25.3% | +24.7% | +2.4% |
| 3M | -17.0% | -24.1% | +7.2% | -15.0% |
| 6M | -31.1% | -39.9% | +8.8% | -29.2% |
| YTD | -27.7% | -15.8% | -11.9% | -29.6% |
| 1Y | -26.2% | -42.9% | +16.7% | -25.2% |
| 3Y | -9.6% | -65.9% | +56.2% | -11.9% |
| 5Y | +15.7% | -93.3% | +109.0% | +32.3% |
| All | +162.9% | +84.0% | +78.9% | +127.0% |
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