+123.5%
FSLR vs LNT
+35.5%
+88.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | +6.8% | +1.0% | +5.8% | +6.5% |
| 30D | -14.7% | -1.1% | -13.6% | -14.5% |
| 3M | -22.6% | -3.6% | -19.0% | -22.1% |
| 6M | +12.7% | -2.7% | +15.4% | +12.7% |
| YTD | -18.4% | +8.0% | -26.4% | -21.1% |
| 1Y | +4.9% | +10.5% | -5.5% | +0.6% |
| 3Y | +16.4% | +49.6% | -33.2% | -1.8% |
| 5Y | +123.5% | +32.2% | +91.2% | +77.8% |
| All | +123.5% | +35.5% | +88.0% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling