-75.1%
LULU vs SEDG
-77.1%
+2.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.8% | +2.5% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | -18.1% | +8.3% | -26.4% | -18.7% |
| 3M | -18.8% | -40.7% | +21.9% | -16.8% |
| 6M | -39.2% | -3.9% | -35.3% | -40.7% |
| YTD | -52.4% | +20.2% | -72.6% | -54.8% |
| 1Y | -40.3% | +17.6% | -57.9% | -43.7% |
| 3Y | -75.1% | -76.6% | +1.5% | -75.1% |
| All | -75.1% | -77.1% | +2.0% | -75.1% |
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