0.0%
FSLR vs LEN
-41.8%
+41.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.9% |
| 7D | +0.2% | -3.4% | +3.6% | +1.1% |
| 30D | -15.1% | -5.7% | -9.5% | -13.8% |
| 3M | -22.5% | -12.2% | -10.3% | -20.0% |
| 6M | +4.0% | -18.3% | +22.2% | +7.8% |
| YTD | -22.3% | -20.2% | -2.1% | -17.3% |
| 1Y | 0.0% | -40.1% | +40.1% | +4.2% |
| All | 0.0% | -41.8% | +41.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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