+453.5%
FSLR vs LUV
+18.6%
+434.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -0.1% | 0.0% | -0.2% |
| 30D | -14.0% | -14.6% | +0.6% | -10.2% |
| 3M | -16.9% | -5.7% | -11.2% | -15.6% |
| 6M | +4.7% | -8.4% | +13.2% | +6.5% |
| YTD | -20.7% | -5.1% | -15.6% | -21.3% |
| 1Y | +1.7% | +26.6% | -24.9% | -7.7% |
| 3Y | +13.1% | +39.7% | -26.6% | -4.6% |
| 5Y | +108.4% | -12.0% | +120.4% | +98.0% |
| All | +453.5% | +18.6% | +434.9% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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