+424.5%
FSLR vs LDOS
+278.0%
+146.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | 0.0% | -5.4% | +5.4% | +1.5% |
| 30D | -13.7% | +4.9% | -18.5% | -14.8% |
| 3M | -35.1% | +7.2% | -42.3% | -36.5% |
| 6M | +3.6% | -24.2% | +27.9% | +11.2% |
| YTD | -21.7% | -25.8% | +4.1% | -16.1% |
| 1Y | +1.3% | -24.7% | +26.0% | +7.8% |
| 3Y | +9.7% | +39.3% | -29.6% | -7.8% |
| 5Y | +117.4% | +43.3% | +74.0% | +78.9% |
| All | +424.5% | +278.0% | +146.5% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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