-76.3%
SEDG vs LCID
-92.8%
+16.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.4% | -0.4% |
| 7D | +3.6% | -9.3% | +13.0% | +7.4% |
| 30D | +9.3% | -35.4% | +44.7% | +28.1% |
| 3M | -39.1% | -17.1% | -22.0% | -37.7% |
| 6M | +1.8% | -58.9% | +60.7% | +35.8% |
| YTD | +22.0% | -59.6% | +81.6% | +61.7% |
| 1Y | +17.2% | -78.0% | +95.2% | +100.8% |
| All | -76.3% | -92.8% | +16.5% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling