+1,100.9%
LIN vs FSLR
+699.0%
+401.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +3.6% | +10.7% | -7.1% | +2.1% |
| 30D | +6.4% | +8.9% | -2.5% | +5.0% |
| 3M | +6.5% | -17.3% | +23.8% | +9.0% |
| 6M | +4.9% | -10.8% | +15.6% | +5.3% |
| YTD | +23.4% | -25.1% | +48.5% | +26.3% |
| 1Y | +26.3% | -29.4% | +55.7% | +30.1% |
| 3Y | +38.0% | +28.8% | +9.1% | +22.4% |
| 5Y | +68.0% | +68.3% | -0.3% | +37.2% |
| 10Y | +437.1% | +502.7% | -65.6% | +228.8% |
| All | +1,100.9% | +699.0% | +401.9% | +591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling