+104.8%
LSCC vs SEDG
-65.9%
+170.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.1% |
| 7D | +7.0% | -13.3% | +20.3% | +9.9% |
| 30D | -2.3% | -21.9% | +19.6% | +2.2% |
| 3M | -12.5% | -25.9% | +13.4% | -8.2% |
| 6M | -10.6% | -44.2% | +33.7% | -2.5% |
| YTD | +52.7% | -17.3% | +70.0% | +52.8% |
| 1Y | +74.0% | -34.5% | +108.5% | +80.3% |
| 3Y | +104.8% | -66.7% | +171.5% | +129.6% |
| All | +104.8% | -65.9% | +170.7% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling