+69.8%
LSCC vs SEDG
-33.5%
+103.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.3% |
| 7D | +19.3% | -8.4% | +27.8% | +21.9% |
| 30D | -9.6% | -14.1% | +4.5% | -6.6% |
| 3M | -12.4% | -12.9% | +0.5% | -10.5% |
| 6M | -10.5% | -33.0% | +22.6% | -1.9% |
| YTD | +54.8% | -4.1% | +58.9% | +51.4% |
| All | +69.8% | -33.5% | +103.3% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling