+4.9%
FSLR vs LCID
-74.3%
+79.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | +6.8% | +1.8% | +5.1% | +6.6% |
| 30D | -14.7% | -34.2% | +19.5% | -10.7% |
| 3M | -22.6% | -9.1% | -13.4% | -23.2% |
| 6M | +12.7% | -52.6% | +65.3% | +20.0% |
| YTD | -18.4% | -56.2% | +37.8% | -12.4% |
| 1Y | +4.9% | -74.9% | +79.8% | +30.5% |
| All | +4.9% | -74.3% | +79.2% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling