+1,486.2%
LSCC vs SEDG
+102.0%
+1,384.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.1% | +7.2% | +9.6% |
| 7D | +14.5% | -11.2% | +25.6% | +17.8% |
| 30D | -0.1% | -15.3% | +15.2% | +3.7% |
| 3M | -2.7% | -19.9% | +17.3% | +1.5% |
| 6M | -4.8% | -36.2% | +31.4% | +1.8% |
| YTD | +66.9% | -7.6% | +74.4% | +58.9% |
| 1Y | +85.8% | -40.3% | +126.2% | +94.5% |
| 3Y | +115.6% | -62.5% | +178.1% | +109.9% |
| 5Y | +48.8% | -92.6% | +141.4% | +112.2% |
| All | +1,486.2% | +102.0% | +1,384.1% | +1,227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling