+265.9%
LII vs SEDG
+38.0%
+227.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | -1.2% | -8.4% | +7.2% | -0.5% |
| 30D | -2.0% | -14.1% | +12.2% | -0.6% |
| 3M | -20.2% | -12.9% | -7.3% | -19.5% |
| 6M | -32.5% | -33.0% | +0.5% | -31.5% |
| YTD | -27.4% | -4.1% | -23.2% | -30.0% |
| 1Y | -28.2% | -30.9% | +2.7% | -28.6% |
| 3Y | -7.2% | -60.7% | +53.4% | -10.9% |
| 5Y | +19.9% | -92.1% | +112.0% | +32.2% |
| 10Y | +168.6% | +97.6% | +71.1% | +128.6% |
| All | +265.9% | +38.0% | +227.9% | +208.5% |
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