+48.7%
LUNR vs SEDG
-90.4%
+139.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -1.4% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | -15.3% | +8.3% | -23.6% | -16.0% |
| 3M | -53.2% | -40.7% | -12.5% | -51.5% |
| 6M | -22.2% | -3.9% | -18.3% | -22.4% |
| YTD | -11.6% | +20.2% | -31.8% | -12.8% |
| 1Y | +68.4% | +17.6% | +50.8% | +66.9% |
| 3Y | +216.8% | -76.6% | +293.4% | +145.6% |
| All | +48.7% | -90.4% | +139.1% | -8.0% |
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 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