+15.2%
LQD vs FSLR
+29.6%
-14.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | -14.8% | +13.1% | -1.2% |
| 30D | +0.5% | -4.3% | +4.8% | +0.6% |
| 3M | -2.3% | -23.4% | +21.1% | -1.7% |
| 6M | -3.1% | -26.9% | +23.9% | -2.4% |
| YTD | -3.0% | -34.4% | +31.4% | -2.2% |
| 1Y | -2.6% | -33.2% | +30.7% | -1.8% |
| 3Y | +15.2% | +28.1% | -12.9% | +10.0% |
| All | +15.2% | +29.6% | -14.5% | +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