+762.0%
FSLR vs LUV
+185.3%
+576.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.2% |
| 7D | +6.8% | +3.1% | +3.7% | +5.5% |
| 30D | -14.7% | -17.4% | +2.7% | -8.5% |
| 3M | -22.6% | -4.9% | -17.7% | -21.4% |
| 6M | +12.7% | -5.7% | +18.4% | +13.9% |
| YTD | -18.4% | -5.2% | -13.2% | -19.5% |
| 1Y | +4.9% | +24.1% | -19.2% | -7.2% |
| 3Y | +16.4% | +39.6% | -23.2% | -7.3% |
| 5Y | +123.5% | -12.5% | +135.9% | +107.9% |
| 10Y | +454.3% | +12.9% | +441.4% | +305.1% |
| All | +762.0% | +185.3% | +576.6% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling