+216.8%
LUNR vs SEDG
-77.1%
+293.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.9% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -15.3% | +8.3% | -23.6% | -16.8% |
| 3M | -53.2% | -40.7% | -12.5% | -49.6% |
| 6M | -22.2% | -3.9% | -18.3% | -24.3% |
| YTD | -11.6% | +20.2% | -31.8% | -17.3% |
| 1Y | +68.4% | +17.6% | +50.8% | +57.4% |
| 3Y | +216.8% | -76.6% | +293.4% | +286.0% |
| All | +216.8% | -77.1% | +293.9% | +286.0% |
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