+57.3%
LLY vs FSLR
-24.3%
+81.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.6% |
| 7D | +10.1% | +10.3% | -0.3% | +9.9% |
| 30D | +24.0% | +10.4% | +13.6% | +23.8% |
| 3M | +27.3% | -20.2% | +47.4% | +28.0% |
| 6M | +47.0% | -8.0% | +54.9% | +46.2% |
| YTD | +32.6% | -25.5% | +58.1% | +30.4% |
| 1Y | +57.3% | -26.0% | +83.3% | +53.8% |
| All | +57.3% | -24.3% | +81.6% | +53.8% |
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