+55.3%
FSLR vs LVS
+6.9%
+48.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -2.7% |
| 7D | -12.0% | -3.9% | -8.1% | -11.1% |
| 30D | -7.7% | +7.1% | -14.7% | -9.3% |
| 3M | -24.0% | -13.2% | -10.8% | -21.3% |
| 6M | -24.4% | -22.8% | -1.6% | -19.7% |
| YTD | -34.0% | -38.0% | +4.0% | -25.9% |
| 1Y | -35.6% | -39.5% | +3.9% | -27.2% |
| 3Y | +28.7% | -12.2% | +40.8% | +29.1% |
| 5Y | +55.3% | +6.4% | +48.9% | +39.2% |
| All | +55.3% | +6.9% | +48.5% | +39.2% |
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