-87.0%
SEDG vs LCID
-96.8%
+9.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -11.3% | +2.4% | -6.0% |
| 7D | -7.3% | +9.2% | -16.5% | -9.6% |
| 30D | -25.3% | -3.0% | -22.3% | -25.5% |
| 3M | -24.1% | -50.2% | +26.1% | -10.4% |
| 6M | -39.9% | -45.8% | +5.9% | -32.1% |
| YTD | -15.8% | -69.2% | +53.4% | +8.3% |
| 1Y | -42.9% | -80.4% | +37.5% | -17.2% |
| 3Y | -65.9% | -91.4% | +25.6% | -42.7% |
| 5Y | -93.3% | -99.3% | +6.0% | -84.8% |
| All | -87.0% | -96.8% | +9.9% | -63.7% |
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