+33.2%
FSLR vs LDOS
+35.4%
-2.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +10.7% | -3.7% | +14.4% | +11.0% |
| 30D | +8.9% | +16.4% | -7.5% | +7.1% |
| 3M | -17.3% | +7.4% | -24.7% | -17.9% |
| 6M | -10.8% | -0.3% | -10.4% | -10.9% |
| YTD | -25.1% | -24.0% | -1.0% | -23.6% |
| 1Y | -29.4% | -29.6% | +0.1% | -27.6% |
| All | +33.2% | +35.4% | -2.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling