+582.5%
LYV vs SEDG
+73.0%
+509.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.7% | +0.7% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -8.2% | +8.3% | -16.5% | -9.2% |
| 3M | -1.3% | -40.7% | +39.4% | +2.9% |
| 6M | +2.6% | -3.9% | +6.5% | -0.9% |
| YTD | +19.4% | +20.2% | -0.8% | +11.1% |
| 1Y | -2.2% | +17.6% | -19.8% | -10.7% |
| 3Y | +106.0% | -76.6% | +182.7% | +115.9% |
| 5Y | +97.7% | -87.1% | +184.8% | +119.6% |
| 10Y | +560.5% | +105.5% | +455.1% | +381.2% |
| All | +582.5% | +73.0% | +509.5% | +381.8% |
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