+109.6%
FSLR vs LTH
+160.9%
-51.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -13.7% | -4.6% | -9.1% | -12.8% |
| 3M | -35.1% | +32.8% | -67.9% | -39.4% |
| 6M | +3.6% | +64.6% | -61.0% | -8.6% |
| YTD | -21.7% | +62.6% | -84.4% | -30.9% |
| 1Y | +1.3% | +49.9% | -48.7% | -9.1% |
| 3Y | +9.7% | +151.3% | -141.6% | -16.7% |
| All | +109.6% | +160.9% | -51.2% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling