+1,402.3%
LITE vs FSLR
+498.1%
+904.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +4.9% |
| 7D | -35.9% | +15.3% | -51.3% | -38.9% |
| 30D | -51.5% | +11.7% | -63.2% | -53.2% |
| 3M | -35.7% | -17.6% | -18.1% | -32.7% |
| 6M | -43.0% | -7.7% | -35.2% | -42.2% |
| YTD | +46.1% | -23.0% | +69.1% | +54.1% |
| 1Y | +124.7% | -26.0% | +150.8% | +141.1% |
| 3Y | +1,172.1% | +36.9% | +1,135.2% | +965.9% |
| 5Y | +477.0% | +72.9% | +404.1% | +314.5% |
| All | +1,402.3% | +498.1% | +904.2% | +650.2% |
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