+762.0%
FSLR vs LHX
+854.9%
-92.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +6.8% | -2.5% | +9.3% | +8.4% |
| 30D | -14.7% | -10.4% | -4.4% | -9.2% |
| 3M | -22.6% | -14.9% | -7.6% | -16.1% |
| 6M | +12.7% | -29.6% | +42.3% | +36.3% |
| YTD | -18.4% | -11.8% | -6.6% | -14.2% |
| 1Y | +4.9% | -5.1% | +10.0% | +4.5% |
| 3Y | +16.4% | +61.3% | -44.9% | -20.6% |
| 5Y | +123.5% | +22.4% | +101.1% | +76.4% |
| 10Y | +454.3% | +232.2% | +222.1% | +80.5% |
| All | +762.0% | +854.9% | -92.9% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling