+592.8%
FSLR vs LVS
-27.9%
+620.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.3% |
| 7D | -14.8% | -0.8% | -14.0% | -14.6% |
| 30D | -4.3% | +10.0% | -14.3% | -6.8% |
| 3M | -23.4% | -11.0% | -12.3% | -21.0% |
| 6M | -26.9% | -20.1% | -6.8% | -22.8% |
| YTD | -34.4% | -36.3% | +2.0% | -26.4% |
| 1Y | -33.2% | -36.8% | +3.6% | -24.9% |
| 3Y | +28.1% | -9.5% | +37.6% | +27.7% |
| 5Y | +54.5% | +9.3% | +45.2% | +39.5% |
| 10Y | +434.6% | -11.0% | +445.6% | +382.6% |
| All | +592.8% | -27.9% | +620.7% | +487.8% |
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 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