+163.0%
LITE vs FSLR
-35.9%
+198.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | +10.8% | -14.8% | +25.6% | +18.1% |
| 30D | -33.4% | -4.3% | -29.1% | -33.1% |
| 3M | -32.2% | -23.4% | -8.9% | -24.6% |
| 6M | -42.1% | -26.9% | -15.2% | -34.7% |
| YTD | +61.9% | -34.4% | +96.3% | +84.0% |
| 1Y | +163.0% | -33.2% | +196.2% | +186.9% |
| All | +163.0% | -35.9% | +198.9% | +186.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling