-35.6%
FSLR vs LDOS
-32.8%
-2.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | -12.0% | -3.5% | -8.5% | -11.7% |
| 30D | -7.7% | +9.5% | -17.2% | -8.8% |
| 3M | -24.0% | -6.3% | -17.7% | -23.4% |
| 6M | -24.4% | +2.8% | -27.3% | -24.6% |
| YTD | -34.0% | -26.6% | -7.4% | -33.8% |
| 1Y | -35.6% | -31.3% | -4.3% | -32.6% |
| All | -35.6% | -32.8% | -2.7% | -32.6% |
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