+386.4%
LIN vs SEDG
+70.6%
+315.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.0% |
| 7D | -2.1% | +8.9% | -11.0% | -2.8% |
| 30D | -2.4% | +0.9% | -3.3% | -2.6% |
| 3M | -5.6% | -53.2% | +47.7% | -1.1% |
| 6M | -3.4% | -9.9% | +6.5% | -5.3% |
| YTD | +13.1% | +18.5% | -5.4% | +7.7% |
| 1Y | +2.5% | +0.1% | +2.4% | -2.3% |
| 3Y | +27.6% | -78.9% | +106.5% | +32.1% |
| 5Y | +63.0% | -88.0% | +151.1% | +73.5% |
| 10Y | +359.3% | +97.5% | +261.8% | +255.9% |
| All | +386.4% | +70.6% | +315.8% | +271.2% |
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