-26.0%
FSLR vs LYV
+25.0%
-50.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.4% |
| 7D | +10.3% | +6.2% | +4.1% | +9.6% |
| 30D | +10.4% | +7.3% | +3.1% | +9.6% |
| 3M | -20.2% | -0.3% | -19.9% | -20.2% |
| 6M | -8.0% | +16.2% | -24.2% | -9.9% |
| YTD | -25.5% | +28.5% | -54.1% | -26.4% |
| 1Y | -26.0% | +21.5% | -47.5% | -28.1% |
| All | -26.0% | +25.0% | -50.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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