+1,533.3%
LITE vs FSLR
+519.9%
+1,013.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.7% | +15.4% | +12.1% |
| 7D | -12.9% | +5.3% | -18.1% | -14.5% |
| 30D | -46.0% | +7.8% | -53.7% | -47.4% |
| 3M | -33.0% | -23.4% | -9.7% | -28.5% |
| 6M | -34.0% | -12.9% | -21.2% | -32.2% |
| YTD | +61.7% | -26.7% | +88.4% | +72.8% |
| 1Y | +148.3% | -28.4% | +176.7% | +168.6% |
| 3Y | +1,408.5% | +44.6% | +1,363.9% | +1,142.9% |
| 5Y | +546.2% | +67.9% | +478.2% | +366.8% |
| 10Y | +1,533.3% | +496.9% | +1,036.4% | +720.3% |
| All | +1,533.3% | +519.9% | +1,013.4% | +720.3% |
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