+686.2%
FSLR vs LDOS
+449.8%
+236.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.3% |
| 7D | +10.3% | -2.8% | +13.1% | +11.5% |
| 30D | +10.4% | +13.6% | -3.2% | +3.9% |
| 3M | -20.2% | +4.2% | -24.4% | -22.2% |
| 6M | -8.0% | -8.2% | +0.2% | -6.3% |
| YTD | -25.5% | -24.1% | -1.4% | -18.6% |
| 1Y | -26.0% | -31.2% | +5.3% | -15.4% |
| 3Y | +28.0% | +35.0% | -7.0% | +1.2% |
| 5Y | +66.7% | +52.6% | +14.1% | +21.6% |
| 10Y | +498.9% | +261.9% | +237.0% | +143.1% |
| All | +686.2% | +449.8% | +236.5% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling