+3,549.0%
LRCX vs FSLR
+466.5%
+3,082.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | -8.6% | -7.8% | -0.7% | -6.4% |
| 3M | -17.7% | -22.9% | +5.2% | -10.7% |
| 6M | +36.4% | +4.4% | +32.0% | +34.9% |
| YTD | +74.5% | -20.0% | +94.5% | +84.4% |
| 1Y | +159.4% | +2.8% | +156.6% | +153.0% |
| 3Y | +361.6% | +16.5% | +345.0% | +294.1% |
| 5Y | +425.2% | +110.3% | +315.0% | +237.7% |
| All | +3,549.0% | +466.5% | +3,082.6% | +1,547.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling