+36.9%
FSLR vs LTH
+268.4%
-231.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.1% | +3.0% |
| 7D | +15.3% | +4.5% | +10.9% | +14.3% |
| 30D | +11.7% | +16.3% | -4.7% | +8.2% |
| 3M | -17.6% | +8.4% | -26.0% | -19.1% |
| 6M | -7.7% | +40.3% | -48.0% | -14.9% |
| YTD | -23.0% | +77.3% | -100.3% | -33.2% |
| 1Y | -26.0% | +88.0% | -114.0% | -36.7% |
| 3Y | +36.9% | +274.3% | -237.4% | -13.7% |
| All | +36.9% | +268.4% | -231.6% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling