+1,172.1%
LITE vs FSLR
+32.4%
+1,139.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +4.8% |
| 7D | -35.9% | +15.3% | -51.3% | -39.1% |
| 30D | -51.5% | +11.7% | -63.2% | -53.4% |
| 3M | -35.7% | -17.6% | -18.1% | -32.3% |
| 6M | -43.0% | -7.7% | -35.2% | -42.0% |
| YTD | +46.1% | -23.0% | +69.1% | +54.2% |
| 1Y | +124.7% | -26.0% | +150.8% | +141.0% |
| 3Y | +1,172.1% | +36.9% | +1,135.2% | +863.1% |
| All | +1,172.1% | +32.4% | +1,139.7% | +863.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling