+16.4%
FSLR vs LH
+64.5%
-48.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +6.8% | -0.8% | +7.7% | +7.1% |
| 30D | -14.7% | +2.0% | -16.7% | -15.3% |
| 3M | -22.6% | +24.3% | -46.8% | -28.4% |
| 6M | +12.7% | +21.1% | -8.4% | +4.9% |
| YTD | -18.4% | +30.4% | -48.8% | -26.3% |
| 1Y | +4.9% | +18.4% | -13.4% | -1.8% |
| 3Y | +16.4% | +65.5% | -49.1% | -11.5% |
| All | +16.4% | +64.5% | -48.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling