+140.8%
LLY vs SEDG
-65.9%
+206.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | +6.7% | -13.3% | +20.0% | +7.1% |
| 30D | +19.6% | -21.9% | +41.4% | +20.2% |
| 3M | +19.7% | -25.9% | +45.6% | +20.3% |
| 6M | +42.7% | -44.2% | +87.0% | +43.1% |
| YTD | +35.1% | -17.3% | +52.5% | +32.9% |
| 1Y | +42.2% | -34.5% | +76.7% | +40.9% |
| 3Y | +140.8% | -66.7% | +207.5% | +121.0% |
| All | +140.8% | -65.9% | +206.7% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling