+2,024.1%
LLY vs FSLR
+458.2%
+1,565.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +7.0% | +1.7% |
| 7D | +1.6% | -2.6% | +4.3% | +1.7% |
| 30D | +21.5% | +1.8% | +19.7% | +21.2% |
| 3M | +16.4% | -24.4% | +40.8% | +18.0% |
| 6M | +51.5% | -17.7% | +69.2% | +52.3% |
| YTD | +33.9% | -30.7% | +64.6% | +35.5% |
| 1Y | +49.1% | -33.6% | +82.7% | +51.1% |
| 3Y | +144.6% | +35.1% | +109.5% | +132.9% |
| 5Y | +466.3% | +63.1% | +403.3% | +421.0% |
| 10Y | +2,024.1% | +466.4% | +1,557.7% | +1,610.1% |
| All | +2,024.1% | +458.2% | +1,565.9% | +1,610.1% |
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 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