+955.1%
LMT vs FSLR
+734.5%
+220.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -8.5% | -13.7% | +5.2% | -7.5% |
| 3M | +1.8% | -35.1% | +36.9% | +4.8% |
| 6M | -19.9% | +3.6% | -23.6% | -20.6% |
| YTD | +10.6% | -21.7% | +32.3% | +11.7% |
| 1Y | +17.9% | +1.3% | +16.7% | +16.5% |
| 3Y | +27.0% | +9.7% | +17.3% | +20.9% |
| 5Y | +68.7% | +117.4% | -48.7% | +47.8% |
| 10Y | +181.1% | +435.5% | -254.4% | +116.2% |
| All | +955.1% | +734.5% | +220.7% | +706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling