+447.0%
FSLR vs LNT
+140.9%
+306.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.4% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -15.1% | -0.5% | -14.6% | -15.0% |
| 3M | -22.5% | -5.5% | -17.0% | -21.5% |
| 6M | +4.0% | -3.8% | +7.8% | +4.5% |
| YTD | -22.3% | +6.8% | -29.1% | -24.5% |
| 1Y | 0.0% | +9.3% | -9.3% | -3.6% |
| 3Y | +10.9% | +47.9% | -37.1% | -4.6% |
| 5Y | +105.4% | +31.6% | +73.8% | +82.0% |
| 10Y | +447.0% | +150.1% | +296.9% | +274.7% |
| All | +447.0% | +140.9% | +306.1% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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