-26.0%
FSLR vs LDOS
-31.2%
+5.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.1% | +2.9% |
| 7D | +15.3% | -7.2% | +22.5% | +16.0% |
| 30D | +11.7% | +16.8% | -5.2% | +9.5% |
| 3M | -17.6% | -1.6% | -16.0% | -17.4% |
| 6M | -7.7% | -1.0% | -6.8% | -7.6% |
| YTD | -23.0% | -25.8% | +2.8% | -22.6% |
| 1Y | -26.0% | -31.1% | +5.0% | -24.6% |
| All | -26.0% | -31.2% | +5.1% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling