+25.9%
LMT vs FSLR
-24.3%
+50.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.6% | -11.5% | -6.8% |
| 7D | -5.5% | +10.3% | -15.8% | -5.4% |
| 30D | +17.5% | +10.4% | +7.0% | +17.6% |
| 3M | +1.6% | -20.2% | +21.8% | +2.0% |
| 6M | +16.3% | -8.0% | +24.3% | +16.5% |
| YTD | +25.3% | -25.5% | +50.8% | +27.1% |
| 1Y | +25.9% | -26.0% | +51.8% | +28.0% |
| All | +25.9% | -24.3% | +50.1% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling