+307.4%
LII vs SEDG
+70.6%
+236.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -0.7% | +8.9% | -9.6% | -1.6% |
| 30D | -12.6% | +0.9% | -13.5% | -12.8% |
| 3M | -24.4% | -53.2% | +28.8% | -19.5% |
| 6M | -28.7% | -9.9% | -18.8% | -30.1% |
| YTD | -19.1% | +18.5% | -37.7% | -23.4% |
| 1Y | -29.7% | +0.1% | -29.8% | -33.1% |
| 3Y | +4.8% | -78.9% | +83.7% | +7.8% |
| 5Y | +24.6% | -88.0% | +112.6% | +32.2% |
| 10Y | +169.2% | +97.5% | +71.7% | +127.1% |
| All | +307.4% | +70.6% | +236.8% | +237.3% |
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