-90.8%
SEDG vs LTH
+174.8%
-265.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.2% | -4.8% | -7.7% |
| 7D | -7.3% | -4.6% | -2.7% | -5.9% |
| 30D | -25.3% | +14.8% | -40.2% | -28.6% |
| 3M | -24.1% | +3.9% | -28.1% | -25.5% |
| 6M | -39.9% | +35.5% | -75.4% | -46.1% |
| YTD | -15.8% | +71.3% | -87.1% | -31.4% |
| 1Y | -42.9% | +75.7% | -118.6% | -53.8% |
| 3Y | -65.9% | +231.9% | -297.8% | -79.7% |
| 5Y | -93.3% | +130.5% | -223.8% | -96.0% |
| All | -90.8% | +174.8% | -265.6% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling