+458.5%
FSLR vs LYB
+48.3%
+410.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +2.2% | +0.3% | +2.0% | +2.2% |
| 30D | -7.8% | +2.5% | -10.3% | -8.7% |
| 3M | -22.9% | +1.4% | -24.3% | -23.8% |
| 6M | +4.4% | -3.5% | +7.9% | +2.9% |
| YTD | -20.0% | +52.0% | -72.0% | -34.1% |
| 1Y | +2.8% | +22.1% | -19.2% | -8.5% |
| 3Y | +16.5% | -22.8% | +39.3% | +21.1% |
| 5Y | +110.3% | -3.4% | +113.6% | +95.4% |
| All | +458.5% | +48.3% | +410.2% | +307.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling