+592.8%
FSLR vs LOW
+964.8%
-372.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -14.8% | +1.4% | -16.2% | -15.5% |
| 30D | -4.3% | +21.7% | -26.0% | -13.5% |
| 3M | -23.4% | +5.0% | -28.4% | -25.6% |
| 6M | -26.9% | +4.6% | -31.5% | -29.4% |
| YTD | -34.4% | -3.5% | -30.9% | -34.3% |
| 1Y | -33.2% | +0.5% | -33.8% | -34.6% |
| 3Y | +28.1% | +24.8% | +3.3% | +10.9% |
| 5Y | +54.5% | +6.5% | +48.1% | +40.4% |
| 10Y | +434.6% | +294.6% | +140.0% | +120.7% |
| All | +592.8% | +964.8% | -372.0% | +34.7% |
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