-26.0%
FSLR vs LVS
-31.5%
+5.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +2.4% |
| 7D | +10.3% | +13.4% | -3.1% | +5.8% |
| 30D | +10.4% | +12.2% | -1.8% | +6.1% |
| 3M | -20.2% | -10.7% | -9.4% | -17.6% |
| 6M | -8.0% | -19.8% | +11.8% | -1.6% |
| YTD | -25.5% | -35.8% | +10.3% | -7.6% |
| 1Y | -26.0% | -31.8% | +5.8% | -10.8% |
| All | -26.0% | -31.5% | +5.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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