+100.2%
SEDG vs LUMN
-55.8%
+156.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -5.9% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | +8.3% | +10.3% | -2.0% | +6.7% |
| 3M | -40.7% | -18.3% | -22.4% | -38.7% |
| 6M | -3.9% | +4.4% | -8.3% | -3.8% |
| YTD | +20.2% | -10.7% | +30.9% | +20.9% |
| 1Y | +17.6% | +14.0% | +3.6% | +13.1% |
| 3Y | -76.6% | +406.6% | -483.2% | -85.2% |
| 5Y | -87.1% | -36.8% | -50.3% | -88.1% |
| All | +100.2% | -55.8% | +156.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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