+28.1%
FSLR vs LTH
+241.8%
-213.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -14.8% | -1.3% | -13.5% | -14.6% |
| 30D | -4.3% | +15.7% | -20.0% | -7.2% |
| 3M | -23.4% | +5.0% | -28.4% | -24.3% |
| 6M | -26.9% | +37.7% | -64.6% | -32.5% |
| YTD | -34.4% | +75.0% | -109.4% | -43.2% |
| 1Y | -33.2% | +82.6% | -115.9% | -42.7% |
| 3Y | +28.1% | +241.3% | -213.3% | -20.8% |
| All | +28.1% | +241.8% | -213.8% | -20.8% |
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