+1,375.6%
LITE vs SEDG
+116.6%
+1,259.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.0% | +0.7% | +4.6% |
| 7D | -35.9% | -8.5% | -27.5% | -34.5% |
| 30D | -51.5% | -17.0% | -34.5% | -49.5% |
| 3M | -35.7% | -15.8% | -19.9% | -33.9% |
| 6M | -43.0% | -32.3% | -10.7% | -39.7% |
| YTD | +46.1% | -4.6% | +50.8% | +41.5% |
| 1Y | +124.7% | -29.2% | +154.0% | +130.4% |
| 3Y | +1,172.1% | -61.7% | +1,233.7% | +1,181.0% |
| 5Y | +477.0% | -92.0% | +569.0% | +657.4% |
| All | +1,375.6% | +116.6% | +1,259.0% | +635.0% |
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 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