-81.6%
SEDG vs LCID
-95.4%
+13.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.7% |
| 7D | +8.9% | -6.6% | +15.5% | +10.7% |
| 30D | +0.9% | -30.1% | +31.0% | +10.3% |
| 3M | -53.2% | -17.6% | -35.6% | -52.0% |
| 6M | -9.9% | -54.4% | +44.6% | +6.7% |
| YTD | +18.5% | -55.7% | +74.3% | +40.4% |
| 1Y | +0.1% | -71.0% | +71.2% | +32.6% |
| 3Y | -78.9% | -92.6% | +13.8% | -64.2% |
| 5Y | -88.0% | -97.6% | +9.6% | -76.2% |
| All | -81.6% | -95.4% | +13.8% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling