+231.1%
FSLR vs LCID
-95.4%
+326.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.7% |
| 7D | 0.0% | -6.6% | +6.6% | +0.9% |
| 30D | -13.7% | -30.1% | +16.5% | -9.2% |
| 3M | -35.1% | -17.6% | -17.5% | -34.7% |
| 6M | +3.6% | -54.4% | +58.1% | +12.7% |
| YTD | -21.7% | -55.7% | +34.0% | -15.4% |
| 1Y | +1.3% | -71.0% | +72.3% | +16.1% |
| 3Y | +9.7% | -92.6% | +102.3% | +43.3% |
| 5Y | +117.4% | -97.6% | +215.0% | +214.4% |
| All | +231.1% | -95.4% | +326.5% | +430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling