+726.4%
FSLR vs LH
+475.3%
+251.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | 0.0% | -2.5% | +2.4% | +1.4% |
| 30D | -13.7% | +4.3% | -18.0% | -15.8% |
| 3M | -35.1% | +25.5% | -60.6% | -43.5% |
| 6M | +3.6% | +17.0% | -13.3% | -6.4% |
| YTD | -21.7% | +31.3% | -53.0% | -34.0% |
| 1Y | +1.3% | +20.0% | -18.7% | -10.6% |
| 3Y | +9.7% | +63.9% | -54.2% | -20.9% |
| 5Y | +117.4% | +30.9% | +86.5% | +73.0% |
| 10Y | +435.5% | +191.4% | +244.1% | +122.6% |
| All | +726.4% | +475.3% | +251.1% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling