+52.6%
FSLR vs LNT
+55.9%
-3.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -14.8% | +1.0% | -15.8% | -15.1% |
| 30D | -4.3% | +9.6% | -13.9% | -7.0% |
| 3M | -23.4% | +5.4% | -28.8% | -24.7% |
| 6M | -26.9% | +3.1% | -30.1% | -28.2% |
| YTD | -34.4% | +16.5% | -50.9% | -38.3% |
| 1Y | -33.2% | +12.3% | -45.5% | -36.4% |
| 3Y | +28.1% | +70.3% | -42.3% | +1.2% |
| All | +52.6% | +55.9% | -3.3% | +21.1% |
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