-5.7%
SEDG vs LH
+44.2%
-49.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.9% | -12.6% | -7.1% |
| 7D | +1.8% | +2.1% | -0.3% | +3.0% |
| 30D | -12.7% | +19.2% | -31.8% | -6.4% |
| 3M | -38.4% | +18.0% | -56.4% | -34.1% |
| 6M | -27.7% | +46.1% | -73.8% | -17.7% |
| YTD | +4.1% | +47.7% | -43.6% | +11.7% |
| 1Y | -5.7% | +47.2% | -52.9% | +1.3% |
| All | -5.7% | +44.2% | -49.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling