+108.4%
FSLR vs LHX
+17.8%
+90.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -0.1% | -4.8% | +4.7% | +1.1% |
| 30D | -14.0% | -12.7% | -1.3% | -11.1% |
| 3M | -16.9% | -17.6% | +0.7% | -13.2% |
| 6M | +4.7% | -30.7% | +35.5% | +14.6% |
| YTD | -20.7% | -14.3% | -6.3% | -18.1% |
| 1Y | +1.7% | -8.4% | +10.1% | +2.6% |
| 3Y | +13.1% | +56.7% | -43.6% | -8.9% |
| 5Y | +108.4% | +18.5% | +89.9% | +80.6% |
| All | +108.4% | +17.8% | +90.6% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling