-87.0%
SEDG vs LTH
+160.9%
-247.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +8.9% | -0.6% | +9.5% | +9.1% |
| 30D | +0.9% | -4.6% | +5.5% | +2.3% |
| 3M | -53.2% | +32.8% | -86.1% | -57.7% |
| 6M | -9.9% | +64.6% | -74.5% | -25.0% |
| YTD | +18.5% | +62.6% | -44.1% | -1.3% |
| 1Y | +0.1% | +49.9% | -49.8% | -14.5% |
| 3Y | -78.9% | +151.3% | -230.2% | -86.1% |
| All | -87.0% | +160.9% | -247.9% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling