-86.3%
SEDG vs LH
+23.7%
-110.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +7.1% |
| 7D | +8.7% | -7.4% | +16.1% | +13.8% |
| 30D | +10.3% | -4.6% | +14.9% | +13.2% |
| 3M | -32.6% | +14.5% | -47.1% | -39.3% |
| 6M | -3.6% | +14.8% | -18.4% | -14.6% |
| YTD | +27.4% | +23.3% | +4.1% | +5.6% |
| 1Y | +24.9% | +13.6% | +11.3% | +10.2% |
| 3Y | -75.3% | +56.3% | -131.7% | -82.4% |
| 5Y | -86.3% | +25.2% | -111.5% | -90.0% |
| All | -86.3% | +23.7% | -110.0% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling