+37.3%
LMT vs FSLR
+15.2%
+22.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +2.2% |
| 7D | -1.5% | +6.8% | -8.3% | -1.4% |
| 30D | -8.2% | -14.7% | +6.5% | -8.6% |
| 3M | +3.7% | -22.6% | +26.3% | +3.2% |
| 6M | -19.2% | +12.7% | -31.9% | -18.8% |
| YTD | +12.9% | -18.4% | +31.2% | +12.6% |
| 1Y | +19.8% | +4.9% | +14.9% | +20.6% |
| 3Y | +37.3% | +16.4% | +20.9% | +40.0% |
| All | +37.3% | +15.2% | +22.1% | +40.0% |
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 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