-91.0%
SEDG vs LTH
+180.7%
-271.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | -13.3% | -1.3% | -12.0% | -12.9% |
| 30D | -21.9% | +15.7% | -37.5% | -25.4% |
| 3M | -25.9% | +5.0% | -30.9% | -27.4% |
| 6M | -44.2% | +37.7% | -81.9% | -50.3% |
| YTD | -17.3% | +75.0% | -92.3% | -33.1% |
| 1Y | -34.5% | +82.6% | -117.2% | -47.7% |
| 3Y | -66.7% | +241.3% | -308.0% | -80.4% |
| 5Y | -93.4% | +135.4% | -228.8% | -96.1% |
| All | -91.0% | +180.7% | -271.7% | -94.8% |
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