+726.4%
FSLR vs LII
+1,656.9%
-930.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -13.7% | -12.6% | -1.1% | -7.2% |
| 3M | -35.1% | -24.4% | -10.6% | -26.1% |
| 6M | +3.6% | -28.7% | +32.3% | +20.8% |
| YTD | -21.7% | -19.1% | -2.6% | -15.2% |
| 1Y | +1.3% | -29.7% | +31.0% | +17.4% |
| 3Y | +9.7% | +4.8% | +4.9% | -1.3% |
| 5Y | +117.4% | +24.6% | +92.8% | +70.5% |
| 10Y | +435.5% | +169.2% | +266.3% | +152.3% |
| All | +726.4% | +1,656.9% | -930.5% | +24.9% |
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