-80.3%
SEDG vs LCID
-95.9%
+15.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.9% |
| 7D | +8.7% | -9.1% | +17.9% | +11.4% |
| 30D | +10.3% | -37.6% | +47.9% | +24.4% |
| 3M | -32.6% | -11.1% | -21.6% | -32.4% |
| 6M | -3.6% | -59.2% | +55.6% | +17.4% |
| YTD | +27.4% | -60.5% | +87.8% | +55.3% |
| 1Y | +24.9% | -78.5% | +103.4% | +79.1% |
| 3Y | -75.3% | -92.8% | +17.5% | -57.5% |
| 5Y | -86.3% | -97.9% | +11.6% | -71.9% |
| All | -80.3% | -95.9% | +15.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling