0.0%
FSLR vs LPLA
+3.3%
-3.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +0.2% | -1.5% | +1.8% | +0.5% |
| 30D | -15.1% | -6.0% | -9.2% | -14.4% |
| 3M | -22.5% | +21.4% | -43.9% | -25.5% |
| 6M | +4.0% | +12.1% | -8.1% | +1.6% |
| YTD | -22.3% | -1.8% | -20.4% | -21.0% |
| 1Y | 0.0% | +3.2% | -3.2% | -4.3% |
| All | 0.0% | +3.3% | -3.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling