+562.5%
LITE vs SEDG
-93.5%
+656.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.1% |
| 7D | +10.8% | -13.3% | +24.1% | +13.8% |
| 30D | -33.4% | -21.9% | -11.6% | -30.3% |
| 3M | -32.2% | -25.9% | -6.3% | -28.7% |
| 6M | -42.1% | -44.2% | +2.1% | -36.7% |
| YTD | +61.9% | -17.3% | +79.2% | +63.6% |
| 1Y | +163.0% | -34.5% | +197.5% | +175.3% |
| 3Y | +1,358.0% | -66.7% | +1,424.7% | +1,460.1% |
| All | +562.5% | -93.5% | +656.0% | +765.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling