+255.9%
LRCX vs FSLR
+30.3%
+225.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | 0.0% |
| 7D | +26.2% | -12.0% | +38.2% | +30.5% |
| 30D | -22.4% | -7.7% | -14.7% | -20.9% |
| 3M | -28.2% | -24.0% | -4.2% | -23.2% |
| 6M | -19.0% | -24.4% | +5.4% | -12.6% |
| YTD | +37.0% | -34.0% | +71.0% | +50.5% |
| 1Y | +45.5% | -35.6% | +81.1% | +60.8% |
| All | +255.9% | +30.3% | +225.6% | +213.7% |
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