+417.5%
LIN vs FSLR
+498.1%
-80.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.4% |
| 7D | +0.2% | +15.3% | -15.1% | -1.3% |
| 30D | +6.5% | +11.7% | -5.2% | +5.1% |
| 3M | +5.5% | -17.6% | +23.1% | +7.4% |
| 6M | +3.3% | -7.7% | +11.1% | +3.3% |
| YTD | +22.0% | -23.0% | +45.0% | +23.8% |
| 1Y | +25.7% | -26.0% | +51.8% | +27.9% |
| 3Y | +36.2% | +36.9% | -0.6% | +22.1% |
| 5Y | +66.1% | +72.9% | -6.9% | +38.2% |
| All | +417.5% | +498.1% | -80.6% | +243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling