+6.4%
LVS vs SEDG
-87.2%
+93.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.1% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -6.2% | +8.3% | -14.5% | -7.2% |
| 3M | -14.8% | -40.7% | +25.8% | -11.7% |
| 6M | -20.9% | -3.9% | -17.0% | -23.7% |
| YTD | -33.0% | +20.2% | -53.3% | -37.8% |
| 1Y | -20.0% | +17.6% | -37.6% | -26.6% |
| 3Y | -6.9% | -76.6% | +69.7% | -0.3% |
| All | +6.4% | -87.2% | +93.6% | +15.8% |
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