+65.4%
FSLR vs LPLA
+1,311.2%
-1,245.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.9% |
| 30D | -13.7% | -0.1% | -13.6% | -13.8% |
| 3M | -35.1% | +23.2% | -58.3% | -39.3% |
| 6M | +3.6% | +15.5% | -11.9% | -2.0% |
| YTD | -21.7% | +0.9% | -22.6% | -23.3% |
| 1Y | +1.3% | +0.2% | +1.1% | -0.7% |
| 3Y | +9.7% | +55.2% | -45.5% | -9.7% |
| 5Y | +117.4% | +145.4% | -28.1% | +47.5% |
| 10Y | +435.5% | +1,229.7% | -794.2% | +90.7% |
| All | +65.4% | +1,311.2% | -1,245.9% | -51.8% |
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