-33.6%
FSLR vs LPLA
-17.5%
-16.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.6% |
| 7D | -2.6% | +3.6% | -6.3% | -2.8% |
| 30D | +1.8% | -6.8% | +8.5% | +1.9% |
| 3M | -24.4% | -17.0% | -7.4% | -24.2% |
| 6M | -17.7% | +1.8% | -19.6% | -17.9% |
| YTD | -30.7% | -13.4% | -17.3% | -29.9% |
| 1Y | -33.6% | -17.5% | -16.1% | -30.5% |
| All | -33.6% | -17.5% | -16.1% | -30.5% |
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 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