+169.7%
TSLA vs LCID
-96.8%
+266.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.3% | +13.0% | +4.3% |
| 7D | +15.6% | +9.2% | +6.4% | +12.9% |
| 30D | +5.9% | -3.0% | +8.9% | +5.5% |
| 3M | +21.4% | -50.2% | +71.6% | +40.6% |
| 6M | -8.3% | -45.8% | +37.5% | +0.3% |
| YTD | -11.6% | -69.2% | +57.6% | +8.5% |
| 1Y | -7.7% | -80.4% | +72.7% | +26.1% |
| 3Y | +85.2% | -91.4% | +176.6% | +178.1% |
| 5Y | +15.4% | -99.3% | +114.6% | +160.5% |
| All | +169.7% | -96.8% | +266.5% | +540.9% |
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