+58.5%
FSLR vs LYB
+633.9%
-575.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | +0.2% | -3.1% | +3.3% | +1.6% |
| 30D | -15.1% | +4.0% | -19.2% | -16.7% |
| 3M | -22.5% | +2.4% | -25.0% | -24.2% |
| 6M | +4.0% | -1.4% | +5.4% | +1.0% |
| YTD | -22.3% | +53.9% | -76.2% | -38.9% |
| 1Y | 0.0% | +26.1% | -26.1% | -14.6% |
| 3Y | +10.9% | -21.0% | +31.9% | +14.6% |
| 5Y | +105.4% | -0.7% | +106.1% | +83.4% |
| 10Y | +447.0% | +49.3% | +397.7% | +241.8% |
| All | +58.5% | +633.9% | -575.4% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling