+51.8%
FSLR vs LEN
-20.2%
+71.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.9% | +3.7% |
| 7D | +15.3% | +2.1% | +13.3% | +14.4% |
| 30D | +11.7% | +16.6% | -4.9% | +5.9% |
| 3M | -17.6% | +5.3% | -22.9% | -19.5% |
| 6M | -7.7% | -0.8% | -7.0% | -8.3% |
| YTD | -23.0% | -11.7% | -11.3% | -20.8% |
| 1Y | -26.0% | -24.6% | -1.4% | -20.6% |
| All | +51.8% | -20.2% | +71.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling