+726.4%
FSLR vs LOW
+849.9%
-123.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | 0.0% | -1.7% | +1.7% | +0.8% |
| 30D | -13.7% | -7.0% | -6.6% | -10.5% |
| 3M | -35.1% | -0.9% | -34.2% | -35.2% |
| 6M | +3.6% | -20.1% | +23.7% | +14.3% |
| YTD | -21.7% | -13.9% | -7.8% | -16.7% |
| 1Y | +1.3% | -21.1% | +22.4% | +11.8% |
| 3Y | +9.7% | -6.6% | +16.3% | +10.2% |
| 5Y | +117.4% | +9.4% | +108.0% | +95.0% |
| 10Y | +435.5% | +220.5% | +215.0% | +147.3% |
| All | +726.4% | +849.9% | -123.5% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling