+412.1%
LIN vs FSLR
+458.2%
-46.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.9% |
| 7D | +2.0% | -2.6% | +4.6% | +2.2% |
| 30D | +7.9% | +1.8% | +6.1% | +7.5% |
| 3M | +6.3% | -24.4% | +30.7% | +9.2% |
| 6M | +6.5% | -17.7% | +24.2% | +7.7% |
| YTD | +23.6% | -30.7% | +54.3% | +26.7% |
| 1Y | +25.7% | -33.6% | +59.3% | +29.3% |
| 3Y | +35.6% | +35.1% | +0.5% | +21.2% |
| 5Y | +65.9% | +63.1% | +2.8% | +38.5% |
| 10Y | +412.1% | +466.4% | -54.4% | +242.5% |
| All | +412.1% | +458.2% | -46.2% | +242.5% |
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