+208.1%
LRCX vs FSLR
+1.0%
+207.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.6% | +5.8% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +0.1% | -13.7% | +13.7% | +6.2% |
| 3M | -8.5% | -35.1% | +26.6% | +8.4% |
| 6M | +38.1% | +3.6% | +34.4% | +39.9% |
| YTD | +80.1% | -21.7% | +101.8% | +93.4% |
| 1Y | +208.1% | +1.3% | +206.8% | +214.1% |
| All | +208.1% | +1.0% | +207.0% | +214.1% |
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