+388.9%
LRCX vs FSLR
+9.6%
+379.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | -0.1% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | +3.1% | -15.1% | +18.2% | +7.7% |
| 3M | -3.4% | -22.5% | +19.1% | +3.8% |
| 6M | +49.7% | +4.0% | +45.7% | +49.8% |
| YTD | +84.9% | -22.3% | +107.1% | +95.5% |
| 1Y | +200.8% | 0.0% | +200.8% | +200.0% |
| All | +388.9% | +9.6% | +379.2% | +327.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling