+9.6%
FSLR vs LII
+5.3%
+4.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -13.7% | -12.6% | -1.1% | -8.6% |
| 3M | -35.1% | -24.4% | -10.6% | -28.3% |
| 6M | +3.6% | -28.7% | +32.3% | +16.8% |
| YTD | -21.7% | -19.1% | -2.6% | -17.0% |
| 1Y | +1.3% | -29.7% | +31.0% | +13.9% |
| All | +9.6% | +5.3% | +4.3% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling