-26.0%
FSLR vs LHX
-8.3%
-17.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.5% | +11.1% | +5.5% |
| 7D | +10.3% | -0.3% | +10.7% | +10.0% |
| 30D | +10.4% | +9.7% | +0.8% | +7.9% |
| 3M | -20.2% | -8.5% | -11.6% | -18.6% |
| 6M | -8.0% | -15.1% | +7.1% | -4.6% |
| YTD | -25.5% | -10.4% | -15.1% | -27.3% |
| 1Y | -26.0% | -9.3% | -16.7% | -29.3% |
| All | -26.0% | -8.3% | -17.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling