+431.5%
LIN vs FSLR
+429.3%
+2.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.1% | -14.8% | +16.9% | +3.8% |
| 30D | +6.8% | -4.3% | +11.1% | +7.2% |
| 3M | +10.4% | -23.4% | +33.8% | +13.2% |
| 6M | +3.2% | -26.9% | +30.1% | +5.7% |
| YTD | +24.6% | -34.4% | +59.0% | +28.5% |
| 1Y | +24.4% | -33.2% | +57.6% | +27.8% |
| 3Y | +36.7% | +28.1% | +8.7% | +22.8% |
| 5Y | +67.0% | +54.5% | +12.5% | +40.2% |
| All | +431.5% | +429.3% | +2.2% | +257.4% |
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 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