+726.4%
FSLR vs LNG
+984.1%
-257.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | 0.0% | +3.4% | -3.4% | -0.8% |
| 30D | -13.7% | +14.9% | -28.5% | -16.4% |
| 3M | -35.1% | +21.4% | -56.5% | -38.1% |
| 6M | +3.6% | +17.8% | -14.2% | -1.2% |
| YTD | -21.7% | +51.3% | -73.0% | -29.5% |
| 1Y | +1.3% | +24.4% | -23.2% | -4.9% |
| 3Y | +9.7% | +79.7% | -70.0% | -6.3% |
| 5Y | +117.4% | +241.3% | -124.0% | +58.5% |
| 10Y | +435.5% | +603.1% | -167.6% | +224.3% |
| All | +726.4% | +984.1% | -257.7% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling