+720.9%
FSLR vs LYV
+670.6%
+50.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +0.2% | -5.3% | +5.6% | +2.1% |
| 30D | -15.1% | -7.9% | -7.2% | -12.8% |
| 3M | -22.5% | +4.5% | -27.0% | -24.0% |
| 6M | +4.0% | +2.5% | +1.4% | +2.3% |
| YTD | -22.3% | +19.3% | -41.5% | -27.5% |
| 1Y | 0.0% | -0.2% | +0.2% | -1.7% |
| 3Y | +10.9% | +110.0% | -99.2% | -18.0% |
| 5Y | +105.4% | +96.8% | +8.6% | +48.5% |
| 10Y | +447.0% | +559.9% | -112.9% | +130.0% |
| All | +720.9% | +670.6% | +50.4% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling