+619.9%
FSLR vs LII
+1,483.9%
-863.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -8.4% | -2.3% | -6.1% | -7.4% |
| 30D | -0.9% | -1.7% | +0.8% | -0.8% |
| 3M | -26.1% | -18.3% | -7.8% | -18.4% |
| 6M | -23.6% | -32.3% | +8.7% | -8.7% |
| YTD | -31.8% | -27.1% | -4.7% | -22.6% |
| 1Y | -32.6% | -27.2% | -5.4% | -23.5% |
| 3Y | +33.0% | -8.9% | +41.9% | +28.6% |
| 5Y | +56.8% | +19.7% | +37.1% | +24.8% |
| 10Y | +455.6% | +168.9% | +286.7% | +158.8% |
| All | +619.9% | +1,483.9% | -863.9% | +14.0% |
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