-35.6%
FSLR vs LOW
-0.8%
-34.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.7% |
| 7D | -12.0% | +0.1% | -12.1% | -12.0% |
| 30D | -7.7% | +21.3% | -28.9% | -13.1% |
| 3M | -24.0% | +6.0% | -30.0% | -25.6% |
| 6M | -24.4% | +2.6% | -27.0% | -25.1% |
| YTD | -34.0% | -3.6% | -30.4% | -29.8% |
| 1Y | -35.6% | -1.0% | -34.6% | -31.9% |
| All | -35.6% | -0.8% | -34.8% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling