+631.5%
FSLR vs LOW
+984.1%
-352.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -2.6% | +8.7% | -11.3% | -6.7% |
| 30D | +1.8% | +25.5% | -23.7% | -9.4% |
| 3M | -24.4% | +6.6% | -31.0% | -27.0% |
| 6M | -17.7% | +2.4% | -20.2% | -19.7% |
| YTD | -30.7% | -1.7% | -29.0% | -31.2% |
| 1Y | -33.6% | +1.7% | -35.3% | -35.4% |
| 3Y | +35.1% | +26.6% | +8.6% | +16.2% |
| 5Y | +63.1% | +10.1% | +52.9% | +45.6% |
| 10Y | +466.4% | +303.3% | +163.2% | +131.2% |
| All | +631.5% | +984.1% | -352.6% | +41.0% |
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