+29.6%
LQD vs SEDG
+83.3%
-53.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.0% |
| 7D | -1.1% | +8.7% | -9.8% | -1.3% |
| 30D | -1.1% | +10.3% | -11.5% | -1.4% |
| 3M | -2.3% | -32.6% | +30.3% | -1.8% |
| 6M | -2.9% | -3.6% | +0.7% | -3.4% |
| YTD | -2.3% | +27.4% | -29.7% | -3.6% |
| 1Y | -2.2% | +24.9% | -27.1% | -3.7% |
| 3Y | +14.0% | -75.3% | +89.3% | +14.1% |
| 5Y | -5.8% | -86.3% | +80.5% | -5.1% |
| 10Y | +22.2% | +117.7% | -95.5% | +19.7% |
| All | +29.6% | +83.3% | -53.7% | +27.1% |
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