+1,499.9%
LITE vs FSLR
+473.3%
+1,026.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.8% | -0.2% |
| 7D | -13.9% | -2.6% | -11.3% | -13.6% |
| 30D | -46.9% | +1.8% | -48.7% | -47.5% |
| 3M | -28.0% | -24.4% | -3.6% | -23.0% |
| 6M | -35.2% | -17.7% | -17.5% | -32.3% |
| YTD | +58.9% | -30.7% | +89.6% | +72.5% |
| 1Y | +125.3% | -33.6% | +158.9% | +148.9% |
| 3Y | +1,344.4% | +35.1% | +1,309.3% | +1,113.3% |
| 5Y | +541.2% | +63.1% | +478.1% | +366.7% |
| All | +1,499.9% | +473.3% | +1,026.7% | +720.7% |
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