+1,000.3%
LIN vs FSLR
+734.5%
+265.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -5.6% | -35.1% | +29.5% | 0.0% |
| 6M | -3.4% | +3.6% | -7.0% | -5.0% |
| YTD | +13.1% | -21.7% | +34.8% | +15.4% |
| 1Y | +2.5% | +1.3% | +1.2% | -0.2% |
| 3Y | +27.6% | +9.7% | +17.9% | +16.3% |
| 5Y | +63.0% | +117.4% | -54.3% | +27.9% |
| 10Y | +359.3% | +435.5% | -76.2% | +186.7% |
| All | +1,000.3% | +734.5% | +265.8% | +531.7% |
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