+372.0%
LLY vs FSLR
+117.9%
+254.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | +2.3% | -35.1% | +37.4% | +4.2% |
| 6M | +14.9% | +3.6% | +11.2% | +14.3% |
| YTD | +7.5% | -21.7% | +29.2% | +8.0% |
| 1Y | +55.7% | +1.3% | +54.4% | +54.4% |
| 3Y | +110.6% | +9.7% | +100.9% | +105.4% |
| All | +372.0% | +117.9% | +254.1% | +329.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling