+76.3%
FSLR vs LEN
-5.5%
+81.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.9% | +3.8% |
| 7D | +15.3% | +2.1% | +13.3% | +14.3% |
| 30D | +11.7% | +16.6% | -4.9% | +5.3% |
| 3M | -17.6% | +5.3% | -22.9% | -19.7% |
| 6M | -7.7% | -0.8% | -7.0% | -8.4% |
| YTD | -23.0% | -11.7% | -11.3% | -20.7% |
| 1Y | -26.0% | -24.6% | -1.4% | -20.0% |
| 3Y | +36.9% | -18.7% | +55.5% | +39.3% |
| All | +76.3% | -5.5% | +81.8% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling