+9.2%
LVS vs SEDG
+75.6%
-66.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.1% |
| 7D | -2.7% | +3.6% | -6.3% | -3.2% |
| 30D | -4.7% | +9.3% | -14.0% | -5.9% |
| 3M | -15.6% | -39.1% | +23.5% | -12.1% |
| 6M | -18.6% | +1.8% | -20.4% | -22.5% |
| YTD | -32.3% | +22.0% | -54.3% | -37.7% |
| 1Y | -18.0% | +17.2% | -35.2% | -25.4% |
| 3Y | -5.8% | -76.3% | +70.5% | -3.9% |
| 5Y | +5.7% | -87.2% | +93.0% | +13.4% |
| 10Y | 0.0% | +108.6% | -108.6% | -33.9% |
| All | +9.2% | +75.6% | -66.4% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling