-7.2%
LII vs SEDG
-61.4%
+54.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | -1.2% | -8.4% | +7.2% | -0.6% |
| 30D | -2.0% | -14.1% | +12.2% | -0.8% |
| 3M | -20.2% | -12.9% | -7.3% | -19.6% |
| 6M | -32.5% | -33.0% | +0.5% | -31.6% |
| YTD | -27.4% | -4.1% | -23.2% | -29.7% |
| 1Y | -28.2% | -30.9% | +2.7% | -28.6% |
| 3Y | -7.2% | -60.7% | +53.4% | -9.0% |
| All | -7.2% | -61.4% | +54.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling