+65.2%
SEDG vs LPLA
+813.3%
-748.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +8.9% | -3.1% | +11.9% | +9.9% |
| 30D | +0.9% | -0.1% | +1.0% | +0.7% |
| 3M | -53.2% | +23.2% | -76.5% | -56.7% |
| 6M | -9.9% | +15.5% | -25.4% | -15.6% |
| YTD | +18.5% | +0.9% | +17.7% | +15.9% |
| 1Y | +0.1% | +0.2% | 0.0% | -2.3% |
| 3Y | -78.9% | +55.2% | -134.1% | -82.9% |
| 5Y | -88.0% | +145.4% | -233.5% | -92.0% |
| 10Y | +97.5% | +1,229.7% | -1,132.2% | -12.7% |
| All | +65.2% | +813.3% | -748.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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