+458.5%
FSLR vs LNG
+562.2%
-103.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.2% | -4.7% | +6.9% | +3.5% |
| 30D | -7.8% | +3.8% | -11.6% | -9.0% |
| 3M | -22.9% | +16.2% | -39.1% | -26.9% |
| 6M | +4.4% | +11.7% | -7.3% | -0.8% |
| YTD | -20.0% | +44.2% | -64.2% | -30.3% |
| 1Y | +2.8% | +18.6% | -15.8% | -4.7% |
| 3Y | +16.5% | +77.4% | -60.9% | -8.0% |
| 5Y | +110.3% | +232.3% | -122.0% | +26.9% |
| All | +458.5% | +562.2% | -103.7% | +162.7% |
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