+82.0%
LSCC vs SEDG
-87.9%
+169.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | +1.3% | +8.9% | -7.6% | -0.7% |
| 30D | -9.7% | +0.9% | -10.6% | -10.3% |
| 3M | -23.7% | -53.2% | +29.5% | -10.7% |
| 6M | +26.5% | -9.9% | +36.3% | +23.4% |
| YTD | +57.5% | +18.5% | +39.0% | +42.8% |
| 1Y | +75.7% | +0.1% | +75.6% | +61.1% |
| 3Y | +19.5% | -78.9% | +98.3% | +57.7% |
| All | +82.0% | -87.9% | +169.9% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling