+691.3%
FSLR vs LII
+1,475.1%
-783.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +2.1% |
| 7D | +10.7% | +0.2% | +10.5% | +10.5% |
| 30D | +8.9% | -4.6% | +13.5% | +10.8% |
| 3M | -17.3% | -21.7% | +4.3% | -6.6% |
| 6M | -10.8% | -32.8% | +22.0% | +7.1% |
| YTD | -25.1% | -27.5% | +2.5% | -14.6% |
| 1Y | -29.4% | -28.0% | -1.5% | -19.4% |
| 3Y | +28.8% | -7.2% | +36.1% | +23.4% |
| 5Y | +68.3% | +22.6% | +45.7% | +32.2% |
| 10Y | +502.7% | +171.5% | +331.2% | +179.3% |
| All | +691.3% | +1,475.1% | -783.8% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling