+156.5%
TSLA vs LCID
-96.5%
+253.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +3.3% |
| 7D | -6.4% | +20.0% | -26.4% | -10.5% |
| 30D | -1.2% | -5.0% | +3.8% | -0.9% |
| 3M | +15.1% | -48.9% | +63.9% | +32.8% |
| 6M | -11.7% | -43.2% | +31.5% | -4.2% |
| YTD | -15.9% | -65.9% | +50.0% | +1.1% |
| 1Y | -12.0% | -79.2% | +67.2% | +18.9% |
| 3Y | +80.0% | -90.4% | +170.5% | +164.1% |
| 5Y | +10.8% | -99.2% | +110.0% | +145.2% |
| All | +156.5% | -96.5% | +253.0% | +497.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling