+1,103.8%
LITE vs FSLR
+28.8%
+1,075.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.6% | -19.3% | -18.9% |
| 7D | -44.6% | +10.7% | -55.2% | -46.6% |
| 30D | -55.0% | +8.9% | -63.9% | -56.4% |
| 3M | -38.3% | -17.3% | -21.0% | -35.2% |
| 6M | -48.8% | -10.8% | -38.0% | -47.4% |
| YTD | +38.3% | -25.1% | +63.3% | +47.1% |
| 1Y | +119.0% | -29.4% | +148.4% | +138.0% |
| All | +1,103.8% | +28.8% | +1,075.0% | +819.0% |
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