+1,113.4%
LMT vs FSLR
+603.3%
+510.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | +4.8% | -12.0% | +16.8% | +5.8% |
| 30D | +19.9% | -7.7% | +27.5% | +20.3% |
| 3M | +0.2% | -24.0% | +24.2% | +1.9% |
| 6M | +17.4% | -24.4% | +41.9% | +19.0% |
| YTD | +27.2% | -34.0% | +61.2% | +29.7% |
| 1Y | +35.6% | -35.6% | +71.2% | +38.4% |
| 3Y | +47.1% | +28.7% | +18.4% | +37.6% |
| 5Y | +103.7% | +55.3% | +48.3% | +83.1% |
| 10Y | +203.5% | +437.4% | -234.0% | +132.6% |
| All | +1,113.4% | +603.3% | +510.2% | +836.8% |
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 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