+726.4%
FSLR vs LVS
-21.5%
+747.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -13.7% | -3.2% | -10.4% | -13.0% |
| 3M | -35.1% | -12.0% | -23.1% | -33.0% |
| 6M | +3.6% | -19.9% | +23.5% | +9.2% |
| YTD | -21.7% | -30.6% | +8.9% | -14.2% |
| 1Y | +1.3% | -17.7% | +19.0% | +5.6% |
| 3Y | +9.7% | -14.2% | +23.9% | +10.9% |
| 5Y | +117.4% | +9.6% | +107.7% | +95.2% |
| 10Y | +435.5% | +5.7% | +429.8% | +361.6% |
| All | +726.4% | -21.5% | +747.8% | +585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling