+35.1%
FSLR vs LDOS
+37.8%
-2.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.6% |
| 7D | -2.6% | +1.9% | -4.5% | -2.8% |
| 30D | +1.8% | +12.8% | -11.0% | +0.5% |
| 3M | -24.4% | -1.0% | -23.4% | -24.3% |
| 6M | -17.7% | +6.2% | -23.9% | -18.2% |
| YTD | -30.7% | -23.2% | -7.5% | -29.5% |
| 1Y | -33.6% | -29.5% | -4.1% | -32.0% |
| 3Y | +35.1% | +37.1% | -1.9% | +8.0% |
| All | +35.1% | +37.8% | -2.6% | +8.0% |
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