-13.3%
TSLA vs LCID
-79.4%
+66.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.6% | -14.9% | -4.9% |
| 7D | -4.7% | -1.2% | -3.5% | -4.7% |
| 30D | +1.7% | -19.2% | +20.9% | +4.7% |
| 3M | +17.7% | -56.7% | +74.4% | +33.0% |
| 6M | -1.9% | -49.6% | +47.8% | +6.7% |
| YTD | -14.3% | -68.1% | +53.8% | -0.1% |
| 1Y | -13.3% | -79.4% | +66.1% | +12.3% |
| All | -13.3% | -79.4% | +66.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1y: compounded portfolio wealth divided by compounded LCID 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…
1y analysis · Full analysis span regression · 6 months rolling