-86.6%
SEDG vs LTH
+152.0%
-238.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -2.8% |
| 7D | +3.6% | -4.0% | +7.6% | +4.9% |
| 30D | +9.3% | -1.7% | +11.0% | +9.8% |
| 3M | -39.1% | +28.0% | -67.1% | -44.3% |
| 6M | +1.8% | +54.1% | -52.3% | -13.5% |
| YTD | +22.0% | +57.1% | -35.0% | +2.6% |
| 1Y | +17.2% | +45.8% | -28.6% | +0.8% |
| 3Y | -76.3% | +157.6% | -233.9% | -84.7% |
| All | -86.6% | +152.0% | -238.6% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling