+171.4%
LII vs SEDG
+103.5%
+67.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.1% |
| 7D | +0.5% | +3.6% | -3.1% | +0.1% |
| 30D | -11.2% | +9.3% | -20.5% | -12.2% |
| 3M | -28.8% | -39.1% | +10.3% | -25.9% |
| 6M | -26.9% | +1.8% | -28.7% | -29.4% |
| YTD | -22.2% | +22.0% | -44.2% | -26.9% |
| 1Y | -32.0% | +17.2% | -49.2% | -36.7% |
| 3Y | -0.4% | -76.3% | +75.9% | +2.0% |
| 5Y | +22.4% | -87.2% | +109.7% | +30.8% |
| 10Y | +171.4% | +108.6% | +62.8% | +127.9% |
| All | +171.4% | +103.5% | +67.9% | +127.9% |
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