+458.5%
FSLR vs LHX
+227.8%
+230.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +2.2% | -4.3% | +6.5% | +3.5% |
| 30D | -7.8% | -15.1% | +7.3% | -3.4% |
| 3M | -22.9% | -21.0% | -1.9% | -18.0% |
| 6M | +4.4% | -32.0% | +36.4% | +16.2% |
| YTD | -20.0% | -15.3% | -4.7% | -16.7% |
| 1Y | +2.8% | -11.1% | +13.9% | +4.9% |
| 3Y | +16.5% | +54.0% | -37.5% | -3.1% |
| 5Y | +110.3% | +17.1% | +93.2% | +90.4% |
| All | +458.5% | +227.8% | +230.6% | +238.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling