+1,582.4%
LLY vs FSLR
+441.2%
+1,141.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | -1.6% | -13.7% | +12.0% | -0.9% |
| 3M | +2.3% | -35.1% | +37.4% | +4.6% |
| 6M | +14.9% | +3.6% | +11.2% | +14.2% |
| YTD | +7.5% | -21.7% | +29.2% | +8.2% |
| 1Y | +55.7% | +1.3% | +54.4% | +54.2% |
| 3Y | +110.6% | +9.7% | +100.9% | +103.7% |
| 5Y | +363.4% | +117.4% | +246.1% | +319.6% |
| All | +1,582.4% | +441.2% | +1,141.3% | +1,269.3% |
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