+619.9%
FSLR vs LH
+555.1%
+64.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.8% |
| 7D | -8.4% | +1.2% | -9.6% | -9.1% |
| 30D | -0.9% | +18.0% | -18.9% | -9.9% |
| 3M | -26.1% | +15.7% | -41.8% | -32.4% |
| 6M | -23.6% | +46.6% | -70.3% | -39.5% |
| YTD | -31.8% | +49.5% | -81.3% | -46.9% |
| 1Y | -32.6% | +40.2% | -72.8% | -45.5% |
| 3Y | +33.0% | +87.6% | -54.6% | -11.6% |
| 5Y | +56.8% | +59.3% | -2.5% | +11.0% |
| 10Y | +455.6% | +266.1% | +189.5% | +98.8% |
| All | +619.9% | +555.1% | +64.8% | +32.3% |
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