+33.2%
FSLR vs LSCC
+69.3%
-36.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +3.2% |
| 7D | +10.7% | -4.8% | +15.5% | +11.8% |
| 30D | +8.9% | -27.1% | +36.0% | +18.8% |
| 3M | -17.3% | -23.6% | +6.3% | -11.6% |
| 6M | -10.8% | -19.8% | +9.1% | -6.1% |
| YTD | -25.1% | +33.2% | -58.3% | -32.7% |
| 1Y | -29.4% | +55.2% | -84.7% | -39.3% |
| All | +33.2% | +69.3% | -36.1% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling