+67.5%
SEDG vs LH
+204.2%
-136.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.5% |
| 7D | +1.4% | -4.7% | +6.1% | +4.1% |
| 30D | +8.3% | -3.5% | +11.8% | +10.3% |
| 3M | -40.7% | +17.7% | -58.4% | -47.2% |
| 6M | -3.9% | +15.8% | -19.7% | -14.7% |
| YTD | +20.2% | +25.1% | -4.9% | +0.5% |
| 1Y | +17.6% | +12.5% | +5.1% | +5.4% |
| 3Y | -76.6% | +59.8% | -136.4% | -83.0% |
| 5Y | -87.1% | +27.1% | -114.2% | -89.4% |
| 10Y | +105.5% | +183.2% | -77.8% | -2.9% |
| All | +67.5% | +204.2% | -136.7% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling