+420.9%
FSLR vs LOW
+292.3%
+128.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.6% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -7.7% | +21.3% | -28.9% | -14.8% |
| 3M | -24.0% | +6.0% | -30.0% | -26.0% |
| 6M | -24.4% | +2.6% | -27.0% | -25.9% |
| YTD | -34.0% | -3.6% | -30.4% | -33.8% |
| 1Y | -35.6% | -1.0% | -34.6% | -36.1% |
| 3Y | +28.7% | +24.2% | +4.5% | +15.3% |
| 5Y | +55.3% | +6.3% | +49.0% | +44.8% |
| All | +420.9% | +292.3% | +128.5% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling