-33.6%
FSLR vs LTH
+85.5%
-119.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.7% | -5.7% |
| 7D | -2.6% | +6.4% | -9.0% | -3.5% |
| 30D | +1.8% | +16.7% | -15.0% | -0.4% |
| 3M | -24.4% | +11.7% | -36.1% | -25.5% |
| 6M | -17.7% | +48.5% | -66.2% | -24.5% |
| YTD | -30.7% | +78.4% | -109.1% | -40.7% |
| 1Y | -33.6% | +89.7% | -123.3% | -44.5% |
| All | -33.6% | +85.5% | -119.1% | -44.5% |
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