+2.5%
LIN vs FSLR
+1.0%
+1.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.4% | -13.7% | +11.2% | -2.4% |
| 3M | -5.6% | -35.1% | +29.5% | -5.3% |
| 6M | -3.4% | +3.6% | -7.0% | -3.3% |
| YTD | +13.1% | -21.7% | +34.8% | +12.1% |
| 1Y | +2.5% | +1.3% | +1.2% | +4.4% |
| All | +2.5% | +1.0% | +1.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling