+361.3%
LIN vs FSLR
+431.5%
-70.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.4% | -13.7% | +11.2% | -0.9% |
| 3M | -5.6% | -35.1% | +29.5% | -1.5% |
| 6M | -3.4% | +3.6% | -7.0% | -4.6% |
| YTD | +13.1% | -21.7% | +34.8% | +14.8% |
| 1Y | +2.5% | +1.3% | +1.2% | +0.4% |
| 3Y | +27.6% | +9.7% | +17.9% | +18.3% |
| 5Y | +63.0% | +117.4% | -54.3% | +31.4% |
| All | +361.3% | +431.5% | -70.2% | +208.8% |
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