+447.0%
FSLR vs LPLA
+1,198.0%
-751.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +0.2% | -1.5% | +1.8% | +0.6% |
| 30D | -15.1% | -6.0% | -9.2% | -13.8% |
| 3M | -22.5% | +21.4% | -43.9% | -26.8% |
| 6M | +4.0% | +12.1% | -8.1% | -0.4% |
| YTD | -22.3% | -1.8% | -20.4% | -23.1% |
| 1Y | 0.0% | +3.2% | -3.2% | -2.4% |
| 3Y | +10.9% | +45.9% | -35.1% | -5.3% |
| 5Y | +105.4% | +144.7% | -39.3% | +43.6% |
| 10Y | +447.0% | +1,222.4% | -775.4% | +179.5% |
| All | +447.0% | +1,198.0% | -751.0% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling