+123.5%
FSLR vs LPLA
+143.6%
-20.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | +6.8% | -2.1% | +8.9% | +7.2% |
| 30D | -14.7% | -3.3% | -11.4% | -14.2% |
| 3M | -22.6% | +23.5% | -46.1% | -26.1% |
| 6M | +12.7% | +12.0% | +0.7% | +9.2% |
| YTD | -18.4% | -1.7% | -16.7% | -18.8% |
| 1Y | +4.9% | +3.2% | +1.7% | +3.3% |
| 3Y | +16.4% | +46.2% | -29.8% | +4.2% |
| 5Y | +123.5% | +144.9% | -21.4% | +62.0% |
| All | +123.5% | +143.6% | -20.2% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling