-20.0%
LMT vs SEDG
+7.5%
-27.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-09 to 2026-09-09.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -2.3% |
| 7D | -1.3% | +3.6% | -5.0% | -1.2% |
| 30D | -12.5% | +9.3% | -21.8% | -12.1% |
| 3M | -0.5% | -39.1% | +38.6% | -2.3% |
| 6M | -20.0% | +1.8% | -21.8% | -20.3% |
| All | -20.0% | +7.5% | -27.5% | -20.3% |
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 2026-03-09 to 2026-09-09: 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…
2026-03-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling