-26.0%
FSLR vs LUMN
-59.3%
+33.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.9% | +10.5% | +5.4% |
| 7D | +10.3% | -6.9% | +17.2% | +11.3% |
| 30D | +10.4% | -20.5% | +30.9% | +13.4% |
| 3M | -20.2% | -33.4% | +13.2% | -16.4% |
| 6M | -8.0% | -52.1% | +44.1% | -0.6% |
| YTD | -25.5% | -42.5% | +16.9% | -19.1% |
| 1Y | -26.0% | -57.6% | +31.6% | -16.5% |
| All | -26.0% | -59.3% | +33.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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