+82.6%
FSLR vs LTH
+186.8%
-104.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.4% | +0.3% | -8.7% | -8.5% |
| 30D | -0.9% | +17.7% | -18.6% | -4.5% |
| 3M | -26.1% | +8.5% | -34.5% | -27.6% |
| 6M | -23.6% | +46.9% | -70.6% | -30.5% |
| YTD | -31.8% | +78.8% | -110.6% | -41.2% |
| 1Y | -32.6% | +84.9% | -117.5% | -42.3% |
| 3Y | +33.0% | +246.4% | -213.4% | -5.7% |
| 5Y | +56.8% | +129.6% | -72.8% | +11.7% |
| All | +82.6% | +186.8% | -104.1% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling