+447.0%
FSLR vs LH
+185.6%
+261.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.3% |
| 7D | +0.2% | -3.2% | +3.4% | +1.6% |
| 30D | -15.1% | +0.1% | -15.3% | -15.2% |
| 3M | -22.5% | +18.6% | -41.2% | -28.1% |
| 6M | +4.0% | +17.9% | -14.0% | -3.7% |
| YTD | -22.3% | +28.9% | -51.2% | -30.7% |
| 1Y | 0.0% | +16.6% | -16.6% | -7.4% |
| 3Y | +10.9% | +63.6% | -52.7% | -12.2% |
| 5Y | +105.4% | +30.0% | +75.4% | +75.2% |
| 10Y | +447.0% | +191.9% | +255.1% | +186.0% |
| All | +447.0% | +185.6% | +261.4% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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