-0.3%
FSLR vs LNT
+9.3%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.9% |
| 7D | +0.2% | +0.2% | +0.1% | +0.3% |
| 30D | -15.1% | -0.5% | -14.6% | -15.1% |
| 3M | -22.5% | -5.5% | -17.0% | -23.6% |
| 6M | +4.0% | -3.8% | +7.8% | +1.6% |
| YTD | -22.3% | +6.8% | -29.1% | -26.3% |
| All | -0.3% | +9.3% | -9.7% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling