+15.3%
LQD vs FSLR
+9.6%
+5.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | 0.0% |
| 7D | 0.0% | +0.2% | -0.3% | -0.1% |
| 30D | -0.2% | -15.1% | +14.9% | +0.2% |
| 3M | -1.7% | -22.5% | +20.9% | -1.1% |
| 6M | -2.7% | +4.0% | -6.6% | -2.9% |
| YTD | -1.4% | -22.3% | +20.8% | -1.0% |
| 1Y | -1.0% | 0.0% | -1.0% | -1.4% |
| All | +15.3% | +9.6% | +5.6% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling