+1,493.1%
LITE vs FSLR
+429.3%
+1,063.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | +10.8% | -14.8% | +25.6% | +15.8% |
| 30D | -33.4% | -4.3% | -29.1% | -33.0% |
| 3M | -32.2% | -23.4% | -8.9% | -27.7% |
| 6M | -42.1% | -26.9% | -15.2% | -37.5% |
| YTD | +61.9% | -34.4% | +96.3% | +78.5% |
| 1Y | +163.0% | -33.2% | +196.2% | +189.8% |
| 3Y | +1,358.0% | +28.1% | +1,330.0% | +1,143.9% |
| 5Y | +549.9% | +54.5% | +495.4% | +380.7% |
| All | +1,493.1% | +429.3% | +1,063.8% | +733.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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