+2.8%
FSLR vs LHX
-9.5%
+12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +2.2% | -4.3% | +6.5% | +2.8% |
| 30D | -7.8% | -15.1% | +7.3% | -6.0% |
| 3M | -22.9% | -21.0% | -1.9% | -20.6% |
| 6M | +4.4% | -32.0% | +36.4% | +10.6% |
| YTD | -20.0% | -15.3% | -4.7% | -15.3% |
| 1Y | +2.8% | -11.1% | +13.9% | +9.7% |
| All | +2.8% | -9.5% | +12.3% | +9.7% |
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