+1,803.3%
LLY vs SEDG
+70.6%
+1,732.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | -2.1% | +8.9% | -11.0% | -2.5% |
| 30D | -1.6% | +0.9% | -2.5% | -1.7% |
| 3M | +2.3% | -53.2% | +55.5% | +5.0% |
| 6M | +14.9% | -9.9% | +24.7% | +13.5% |
| YTD | +7.5% | +18.5% | -11.1% | +4.5% |
| 1Y | +55.7% | +0.1% | +55.6% | +51.7% |
| 3Y | +110.6% | -78.9% | +189.5% | +112.9% |
| 5Y | +363.4% | -88.0% | +451.5% | +372.9% |
| 10Y | +1,649.0% | +97.5% | +1,551.5% | +1,378.9% |
| All | +1,803.3% | +70.6% | +1,732.7% | +1,482.7% |
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 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