+33.2%
LNT vs SEDG
-87.2%
+120.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -4.2% | +8.3% | -12.5% | -4.5% |
| 3M | -6.7% | -40.7% | +34.0% | -5.7% |
| 6M | -3.6% | -3.9% | +0.3% | -4.8% |
| YTD | +5.9% | +20.2% | -14.3% | +3.3% |
| 1Y | +7.3% | +17.6% | -10.3% | +4.2% |
| 3Y | +46.5% | -76.6% | +123.1% | +51.8% |
| All | +33.2% | -87.2% | +120.4% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling