+473.4%
LLY vs FSLR
+51.6%
+421.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | +4.6% | -12.0% | +16.6% | +5.1% |
| 30D | +22.4% | -7.7% | +30.0% | +22.7% |
| 3M | +17.1% | -24.0% | +41.2% | +18.4% |
| 6M | +44.6% | -24.4% | +69.1% | +45.9% |
| YTD | +33.5% | -34.0% | +67.5% | +34.9% |
| 1Y | +41.1% | -35.6% | +76.7% | +42.8% |
| 3Y | +143.8% | +28.7% | +115.1% | +134.0% |
| 5Y | +473.4% | +55.3% | +418.0% | +417.5% |
| All | +473.4% | +51.6% | +421.8% | +417.5% |
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