+67.5%
SEDG vs LUMN
-60.5%
+128.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.0% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | +8.3% | +10.3% | -2.0% | +6.5% |
| 3M | -40.7% | -18.3% | -22.4% | -38.5% |
| 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% | +12.5% |
| 3Y | -76.6% | +406.6% | -483.2% | -86.2% |
| 5Y | -87.1% | -36.8% | -50.3% | -88.0% |
| 10Y | +105.5% | -56.2% | +161.6% | +85.3% |
| All | +67.5% | -60.5% | +128.0% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling