-26.0%
FSLR vs LYB
+47.4%
-73.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.7% | +9.4% | +4.6% |
| 7D | +10.3% | -6.2% | +16.5% | +10.2% |
| 30D | +10.4% | +6.3% | +4.1% | +10.1% |
| 3M | -20.2% | +4.1% | -24.3% | -20.4% |
| 6M | -8.0% | -15.5% | +7.5% | -6.7% |
| YTD | -25.5% | +50.2% | -75.8% | -35.0% |
| 1Y | -26.0% | +50.6% | -76.6% | -35.5% |
| All | -26.0% | +47.4% | -73.4% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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