+22.2%
LQD vs FSLR
+461.4%
-439.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -1.1% | -14.0% | +12.9% | -0.8% |
| 3M | -2.3% | -16.9% | +14.5% | -2.0% |
| 6M | -2.9% | +4.7% | -7.6% | -3.2% |
| YTD | -2.3% | -20.7% | +18.4% | -2.0% |
| 1Y | -2.2% | +1.7% | -3.8% | -2.6% |
| 3Y | +14.0% | +13.1% | +0.9% | +12.2% |
| 5Y | -5.8% | +108.4% | -114.2% | -9.3% |
| All | +22.2% | +461.4% | -439.2% | +14.5% |
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