+123.5%
FSLR vs LVS
+4.5%
+118.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | -14.7% | -3.9% | -10.8% | -13.9% |
| 3M | -22.6% | -12.9% | -9.7% | -20.1% |
| 6M | +12.7% | -16.9% | +29.6% | +17.2% |
| YTD | -18.4% | -31.2% | +12.9% | -10.7% |
| 1Y | +4.9% | -16.4% | +21.3% | +9.2% |
| 3Y | +16.4% | -4.4% | +20.8% | +14.2% |
| 5Y | +123.5% | +6.7% | +116.8% | +103.8% |
| All | +123.5% | +4.5% | +118.9% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 5y: compounded portfolio wealth divided by compounded LVS 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…
5y analysis · Full analysis span regression · 6 months rolling