+726.4%
FSLR vs LNT
+603.5%
+122.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -13.7% | -3.2% | -10.5% | -12.1% |
| 3M | -35.1% | -4.1% | -31.0% | -34.1% |
| 6M | +3.6% | -4.6% | +8.2% | +5.3% |
| YTD | -21.7% | +7.0% | -28.7% | -26.0% |
| 1Y | +1.3% | +8.3% | -7.0% | -5.2% |
| 3Y | +9.7% | +51.0% | -41.3% | -18.9% |
| 5Y | +117.4% | +30.2% | +87.2% | +71.7% |
| 10Y | +435.5% | +143.6% | +291.9% | +133.7% |
| All | +726.4% | +603.5% | +122.9% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling