+225.7%
FSLR vs LCID
-96.8%
+322.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +1.2% |
| 7D | +15.3% | +8.9% | +6.4% | +13.7% |
| 30D | +11.7% | -15.4% | +27.1% | +13.8% |
| 3M | -17.6% | -52.9% | +35.3% | -8.8% |
| 6M | -7.7% | -46.8% | +39.1% | -1.9% |
| YTD | -23.0% | -68.9% | +45.9% | -12.9% |
| 1Y | -26.0% | -81.7% | +55.6% | -9.6% |
| 3Y | +36.9% | -92.4% | +129.2% | +78.4% |
| 5Y | +72.9% | -99.2% | +172.1% | +170.7% |
| All | +225.7% | -96.8% | +322.5% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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