+238.5%
FSLR vs LCID
-95.9%
+334.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +2.2% | -9.8% | +12.1% | +3.8% |
| 30D | -7.8% | -35.5% | +27.7% | -2.0% |
| 3M | -22.9% | -18.4% | -4.5% | -22.5% |
| 6M | +4.4% | -60.5% | +64.9% | +15.9% |
| YTD | -20.0% | -60.1% | +40.1% | -12.2% |
| 1Y | +2.8% | -78.8% | +81.6% | +23.6% |
| 3Y | +16.5% | -92.8% | +109.3% | +52.9% |
| 5Y | +110.3% | -97.9% | +208.2% | +208.9% |
| All | +238.5% | -95.9% | +334.4% | +450.2% |
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