+42.8%
LRCX vs FSLR
-24.3%
+67.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.6% | -8.7% | -6.0% |
| 7D | -12.8% | +10.3% | -23.1% | -16.6% |
| 30D | -36.0% | +10.4% | -46.4% | -38.8% |
| 3M | -30.2% | -20.2% | -10.1% | -23.4% |
| 6M | -14.2% | -8.0% | -6.2% | -9.5% |
| YTD | +29.7% | -25.5% | +55.3% | +42.1% |
| 1Y | +42.8% | -26.0% | +68.8% | +55.1% |
| All | +42.8% | -24.3% | +67.0% | +55.1% |
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