+16.4%
FSLR vs LOW
-8.4%
+24.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | +6.8% | +0.4% | +6.4% | +6.6% |
| 30D | -14.7% | -10.1% | -4.6% | -10.7% |
| 3M | -22.6% | -2.9% | -19.7% | -22.0% |
| 6M | +12.7% | -19.4% | +32.1% | +23.5% |
| YTD | -18.4% | -15.4% | -2.9% | -12.3% |
| 1Y | +4.9% | -24.9% | +29.9% | +20.0% |
| 3Y | +16.4% | -7.8% | +24.2% | +11.9% |
| All | +16.4% | -8.4% | +24.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling