+219.5%
LNT vs SEDG
+75.6%
+143.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -1.0% |
| 7D | +0.2% | +3.6% | -3.4% | 0.0% |
| 30D | -0.5% | +9.3% | -9.8% | -0.9% |
| 3M | -5.5% | -39.1% | +33.6% | -4.3% |
| 6M | -3.8% | +1.8% | -5.6% | -5.4% |
| YTD | +6.8% | +22.0% | -15.2% | +3.9% |
| 1Y | +9.3% | +17.2% | -7.9% | +5.9% |
| 3Y | +47.9% | -76.3% | +124.3% | +49.8% |
| 5Y | +31.6% | -87.2% | +118.8% | +35.1% |
| 10Y | +150.1% | +108.6% | +41.5% | +119.8% |
| All | +219.5% | +75.6% | +143.9% | +182.5% |
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