-26.0%
FSLR vs LTH
+84.0%
-110.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +3.9% |
| 7D | +10.3% | +9.9% | +0.5% | +9.1% |
| 30D | +10.4% | +18.3% | -7.9% | +8.2% |
| 3M | -20.2% | +5.9% | -26.1% | -20.6% |
| 6M | -8.0% | +80.3% | -88.3% | -18.2% |
| YTD | -25.5% | +78.3% | -103.8% | -34.3% |
| 1Y | -26.0% | +81.0% | -107.0% | -35.0% |
| All | -26.0% | +84.0% | -110.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling