+420.9%
FSLR vs LNT
+185.4%
+235.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -12.0% | -0.5% | -11.5% | -11.9% |
| 30D | -7.7% | +9.9% | -17.6% | -10.3% |
| 3M | -24.0% | +4.8% | -28.8% | -25.1% |
| 6M | -24.4% | +2.2% | -26.6% | -25.4% |
| YTD | -34.0% | +15.9% | -49.9% | -37.5% |
| 1Y | -35.6% | +10.6% | -46.1% | -38.0% |
| 3Y | +28.7% | +66.1% | -37.4% | +6.7% |
| 5Y | +55.3% | +55.6% | -0.3% | +30.9% |
| All | +420.9% | +185.4% | +235.5% | +235.8% |
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