+4.6%
TSLA vs LCID
-71.9%
+76.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.7% | -6.2% |
| 7D | +1.5% | -6.6% | +8.1% | +2.6% |
| 30D | +10.1% | -30.1% | +40.3% | +16.7% |
| 3M | -15.4% | -17.6% | +2.2% | -14.3% |
| 6M | -12.8% | -54.4% | +41.7% | -1.3% |
| YTD | -21.3% | -55.7% | +34.5% | -11.2% |
| 1Y | +4.6% | -71.0% | +75.6% | +33.3% |
| All | +4.6% | -71.9% | +76.5% | +33.3% |
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