+1.7%
FSLR vs LVS
-19.7%
+21.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | -0.1% | -4.3% | +4.2% | +1.2% |
| 30D | -14.0% | -6.8% | -7.2% | -12.3% |
| 3M | -16.9% | -15.6% | -1.3% | -12.5% |
| 6M | +4.7% | -20.6% | +25.3% | +11.6% |
| YTD | -20.7% | -33.4% | +12.7% | -8.3% |
| 1Y | +1.7% | -20.1% | +21.8% | +12.6% |
| All | +1.7% | -19.7% | +21.3% | +12.6% |
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