+139.5%
LLY vs FSLR
+34.7%
+104.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +1.4% | -8.4% | +9.8% | +1.6% |
| 30D | +21.5% | -0.9% | +22.4% | +21.5% |
| 3M | +18.5% | -26.1% | +44.5% | +19.6% |
| 6M | +49.1% | -23.6% | +72.8% | +50.1% |
| YTD | +34.4% | -31.8% | +66.2% | +35.2% |
| 1Y | +46.3% | -32.6% | +78.9% | +47.2% |
| All | +139.5% | +34.7% | +104.7% | +143.1% |
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