+592.8%
FSLR vs LNT
+665.8%
-73.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -14.8% | +1.0% | -15.8% | -15.3% |
| 30D | -4.3% | +9.6% | -13.9% | -9.6% |
| 3M | -23.4% | +5.4% | -28.8% | -25.9% |
| 6M | -26.9% | +3.1% | -30.1% | -29.2% |
| YTD | -34.4% | +16.5% | -50.9% | -41.1% |
| 1Y | -33.2% | +12.3% | -45.5% | -38.7% |
| 3Y | +28.1% | +70.3% | -42.3% | -12.1% |
| 5Y | +54.5% | +56.4% | -1.9% | +9.0% |
| 10Y | +434.6% | +184.3% | +250.3% | +109.6% |
| All | +592.8% | +665.8% | -73.1% | +1.4% |
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