+691.3%
FSLR vs LSCC
+1,365.3%
-674.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +3.6% |
| 7D | +10.7% | -4.8% | +15.5% | +12.0% |
| 30D | +8.9% | -27.1% | +36.0% | +20.3% |
| 3M | -17.3% | -23.6% | +6.3% | -10.8% |
| 6M | -10.8% | -19.8% | +9.1% | -6.0% |
| YTD | -25.1% | +33.2% | -58.3% | -35.2% |
| 1Y | -29.4% | +55.2% | -84.7% | -42.2% |
| 3Y | +28.8% | +70.1% | -41.3% | -6.4% |
| 5Y | +68.3% | +19.5% | +48.8% | +29.3% |
| 10Y | +502.7% | +1,164.9% | -662.2% | +79.5% |
| All | +691.3% | +1,365.3% | -674.1% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling