+52.6%
FSLR vs LCID
-99.3%
+151.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | +1.1% |
| 7D | -14.8% | -10.2% | -4.6% | -13.5% |
| 30D | -4.3% | -10.2% | +5.9% | -3.4% |
| 3M | -23.4% | -54.1% | +30.7% | -12.9% |
| 6M | -26.9% | -53.8% | +26.8% | -19.4% |
| YTD | -34.4% | -72.0% | +37.7% | -22.2% |
| 1Y | -33.2% | -80.5% | +47.3% | -15.1% |
| 3Y | +28.1% | -92.6% | +120.6% | +80.5% |
| All | +52.6% | -99.3% | +151.9% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling