+62.7%
FSLR vs LPLA
+1,060.6%
-997.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.3% |
| 7D | +15.3% | +4.1% | +11.2% | +13.9% |
| 30D | +11.7% | -9.0% | +20.7% | +14.2% |
| 3M | -17.6% | -17.6% | 0.0% | -13.5% |
| 6M | -7.7% | -8.8% | +1.1% | -6.6% |
| YTD | -23.0% | -17.0% | -6.0% | -20.7% |
| 1Y | -26.0% | -20.4% | -5.6% | -22.8% |
| 3Y | +36.9% | +35.4% | +1.4% | +16.2% |
| 5Y | +72.9% | +79.7% | -6.8% | +28.7% |
| 10Y | +519.3% | +915.0% | -395.7% | +139.5% |
| All | +62.7% | +1,060.6% | -997.9% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling