+447.0%
FSLR vs LOW
+225.8%
+221.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.3% |
| 7D | +0.2% | -0.6% | +0.9% | +0.5% |
| 30D | -15.1% | -9.3% | -5.9% | -11.8% |
| 3M | -22.5% | -8.1% | -14.5% | -20.1% |
| 6M | +4.0% | -19.8% | +23.7% | +12.5% |
| YTD | -22.3% | -16.4% | -5.9% | -17.1% |
| 1Y | 0.0% | -24.7% | +24.7% | +10.8% |
| 3Y | +10.9% | -8.8% | +19.7% | +12.7% |
| 5Y | +105.4% | +7.8% | +97.6% | +90.7% |
| 10Y | +447.0% | +233.8% | +213.2% | +280.5% |
| All | +447.0% | +225.8% | +221.2% | +280.5% |
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