+454.3%
FSLR vs LII
+167.7%
+286.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.9% |
| 7D | +6.8% | +2.1% | +4.7% | +5.8% |
| 30D | -14.7% | -12.4% | -2.3% | -9.4% |
| 3M | -22.6% | -24.8% | +2.2% | -13.5% |
| 6M | +12.7% | -25.2% | +37.9% | +25.6% |
| YTD | -18.4% | -20.3% | +1.9% | -12.0% |
| 1Y | +4.9% | -32.9% | +37.9% | +21.9% |
| 3Y | +16.4% | +2.0% | +14.4% | +8.2% |
| 5Y | +123.5% | +24.4% | +99.0% | +83.0% |
| 10Y | +454.3% | +167.2% | +287.1% | +244.8% |
| All | +454.3% | +167.7% | +286.6% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LII 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling