+123.5%
FSLR vs LEN
-12.1%
+135.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +5.7% |
| 7D | +6.8% | -2.9% | +9.7% | +7.8% |
| 30D | -14.7% | -8.9% | -5.9% | -12.0% |
| 3M | -22.6% | -10.9% | -11.7% | -19.7% |
| 6M | +12.7% | -19.7% | +32.4% | +20.7% |
| YTD | -18.4% | -20.6% | +2.2% | -12.3% |
| 1Y | +4.9% | -42.4% | +47.4% | +25.1% |
| 3Y | +16.4% | -26.5% | +42.9% | +23.6% |
| 5Y | +123.5% | -10.9% | +134.4% | +106.7% |
| All | +123.5% | -12.1% | +135.6% | +106.7% |
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