+458.5%
FSLR vs LYV
+564.6%
-106.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.2% | -1.9% | +4.2% | +2.8% |
| 30D | -7.8% | -8.2% | +0.4% | -5.6% |
| 3M | -22.9% | -1.3% | -21.7% | -22.9% |
| 6M | +4.4% | +2.6% | +1.8% | +2.9% |
| YTD | -20.0% | +19.4% | -39.4% | -24.7% |
| 1Y | +2.8% | -2.2% | +5.1% | +2.1% |
| 3Y | +16.5% | +106.0% | -89.5% | -10.4% |
| 5Y | +110.3% | +97.7% | +12.6% | +57.1% |
| All | +458.5% | +564.6% | -106.2% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling