+458.5%
FSLR vs LUMN
-55.8%
+514.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +2.2% | +2.5% | -0.3% | +2.0% |
| 30D | -7.8% | +10.3% | -18.2% | -8.8% |
| 3M | -22.9% | -18.3% | -4.7% | -21.6% |
| 6M | +4.4% | +4.4% | 0.0% | +3.6% |
| YTD | -20.0% | -10.7% | -9.3% | -20.2% |
| 1Y | +2.8% | +14.0% | -11.1% | -0.5% |
| 3Y | +16.5% | +406.6% | -390.0% | -16.0% |
| 5Y | +110.3% | -36.8% | +147.1% | +106.1% |
| All | +458.5% | -55.8% | +514.3% | +432.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling