+619.9%
FSLR vs LEN
+131.2%
+488.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.4% | -6.4% | -2.1% | -6.6% |
| 30D | -0.9% | +15.6% | -16.5% | -5.7% |
| 3M | -26.1% | -0.8% | -25.3% | -26.5% |
| 6M | -23.6% | +0.4% | -24.0% | -24.5% |
| YTD | -31.8% | -14.1% | -17.7% | -29.5% |
| 1Y | -32.6% | -29.6% | -2.9% | -26.1% |
| 3Y | +33.0% | -23.1% | +56.1% | +38.9% |
| 5Y | +56.8% | -8.9% | +65.7% | +51.5% |
| 10Y | +455.6% | +146.2% | +309.3% | +258.5% |
| All | +619.9% | +131.2% | +488.7% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling