+77.4%
LNG vs SEDG
-77.1%
+154.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.2% |
| 7D | -4.7% | +1.4% | -6.1% | -4.7% |
| 30D | +3.8% | +8.3% | -4.5% | +3.7% |
| 3M | +16.2% | -40.7% | +56.8% | +16.5% |
| 6M | +11.7% | -3.9% | +15.6% | +10.9% |
| YTD | +44.2% | +20.2% | +24.0% | +42.4% |
| 1Y | +18.6% | +17.6% | +1.0% | +16.9% |
| 3Y | +77.4% | -76.6% | +154.0% | +79.9% |
| All | +77.4% | -77.1% | +154.5% | +79.9% |
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