-5.7%
SEDG vs LTH
+84.0%
-89.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.3% | -15.0% | -8.1% |
| 7D | +1.8% | +9.9% | -8.1% | +2.7% |
| 30D | -12.7% | +18.3% | -31.0% | -11.3% |
| 3M | -38.4% | +5.9% | -44.4% | -37.7% |
| 6M | -27.7% | +80.3% | -108.0% | -26.8% |
| YTD | +4.1% | +78.3% | -74.2% | +5.9% |
| 1Y | -5.7% | +81.0% | -86.7% | -3.7% |
| All | -5.7% | +84.0% | -89.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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