+496.9%
FSLR vs LDOS
+262.7%
+234.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.3% | -7.1% | -5.4% |
| 7D | +5.3% | -5.8% | +11.1% | +6.8% |
| 30D | +7.8% | +11.6% | -3.8% | +4.1% |
| 3M | -23.4% | -1.0% | -22.4% | -23.5% |
| 6M | -12.9% | +5.1% | -17.9% | -14.9% |
| YTD | -26.7% | -24.0% | -2.6% | -21.9% |
| 1Y | -28.4% | -30.3% | +1.9% | -21.7% |
| 3Y | +44.6% | +37.0% | +7.6% | +20.5% |
| 5Y | +67.9% | +53.4% | +14.6% | +32.9% |
| 10Y | +496.9% | +252.0% | +245.0% | +276.3% |
| All | +496.9% | +262.7% | +234.2% | +276.3% |
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