+85.8%
LSCC vs SEDG
-63.6%
+149.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.0% | +2.1% | +6.2% |
| 7D | +13.0% | -8.5% | +21.4% | +14.9% |
| 30D | -19.8% | -17.0% | -2.8% | -17.1% |
| 3M | -18.4% | -15.8% | -2.6% | -16.5% |
| 6M | -16.1% | -32.3% | +16.1% | -11.7% |
| YTD | +42.7% | -4.6% | +47.4% | +39.0% |
| 1Y | +68.0% | -29.2% | +97.2% | +70.9% |
| 3Y | +85.8% | -61.7% | +147.5% | +100.2% |
| All | +85.8% | -63.6% | +149.5% | +100.2% |
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 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