+495.8%
FSLR vs LSCC
+1,244.7%
-748.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +0.4% |
| 7D | +15.3% | +13.0% | +2.4% | +10.3% |
| 30D | +11.7% | -19.8% | +31.5% | +19.0% |
| 3M | -17.6% | -18.4% | +0.8% | -13.3% |
| 6M | -7.7% | -16.1% | +8.4% | -4.3% |
| YTD | -23.0% | +42.7% | -65.7% | -34.3% |
| 1Y | -26.0% | +68.0% | -94.1% | -40.4% |
| 3Y | +36.9% | +85.8% | -49.0% | -2.0% |
| 5Y | +72.9% | +28.0% | +44.9% | +31.3% |
| All | +495.8% | +1,244.7% | -748.9% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling