+255.7%
LMT vs SEDG
+75.6%
+180.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -2.1% |
| 7D | -1.3% | +3.6% | -5.0% | -1.4% |
| 30D | -12.5% | +9.3% | -21.8% | -12.7% |
| 3M | -0.5% | -39.1% | +38.6% | +0.4% |
| 6M | -20.0% | +1.8% | -21.8% | -20.9% |
| YTD | +10.4% | +22.0% | -11.6% | +8.3% |
| 1Y | +17.7% | +17.2% | +0.5% | +15.1% |
| 3Y | +34.3% | -76.3% | +110.6% | +37.5% |
| 5Y | +71.8% | -87.2% | +159.1% | +78.6% |
| 10Y | +187.0% | +108.6% | +78.4% | +152.7% |
| All | +255.7% | +75.6% | +180.1% | +202.6% |
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