+418.1%
FSLR vs LNG
+811.3%
-393.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -14.8% | +11.3% | -26.1% | -17.4% |
| 30D | -4.3% | +10.6% | -14.9% | -7.6% |
| 3M | -23.4% | +16.1% | -39.5% | -27.3% |
| 6M | -26.9% | +29.6% | -56.5% | -33.5% |
| YTD | -34.4% | +60.3% | -94.7% | -45.1% |
| 1Y | -33.2% | +46.1% | -79.3% | -42.4% |
| 3Y | +28.1% | +85.9% | -57.9% | -0.7% |
| 5Y | +54.5% | +210.8% | -156.3% | -4.4% |
| All | +418.1% | +811.3% | -393.2% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling