-5.2%
LQD vs FSLR
+112.6%
-117.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | -1.7% | -22.5% | +20.9% | -1.0% |
| 6M | -2.7% | +4.0% | -6.6% | -3.0% |
| YTD | -1.4% | -22.3% | +20.8% | -1.0% |
| 1Y | -1.0% | 0.0% | -1.0% | -1.5% |
| 3Y | +15.1% | +10.9% | +4.2% | +12.4% |
| 5Y | -5.2% | +105.4% | -110.6% | -11.7% |
| All | -5.2% | +112.6% | -117.8% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling