-80.4%
LYFT vs SEDG
-8.2%
-72.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +3.1% |
| 7D | -8.4% | +1.4% | -9.8% | -8.7% |
| 30D | -7.6% | +8.3% | -15.9% | -9.4% |
| 3M | +11.7% | -40.7% | +52.4% | +20.0% |
| 6M | +15.1% | -3.9% | +19.0% | +7.7% |
| YTD | -20.9% | +20.2% | -41.1% | -30.7% |
| 1Y | -16.4% | +17.6% | -34.0% | -28.2% |
| 3Y | +35.2% | -76.6% | +111.8% | +44.8% |
| 5Y | -69.4% | -87.1% | +17.7% | -64.6% |
| All | -80.4% | -8.2% | -72.2% | -85.8% |
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 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