+6.0%
TSLA vs LCID
-76.7%
+82.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +1.2% |
| 7D | +3.0% | -9.3% | +12.4% | +4.6% |
| 30D | +11.2% | -35.4% | +46.6% | +19.3% |
| 3M | -7.3% | -17.1% | +9.8% | -6.5% |
| 6M | -7.7% | -58.9% | +51.2% | +6.3% |
| YTD | -18.2% | -59.6% | +41.4% | -6.4% |
| 1Y | +6.0% | -78.0% | +84.0% | +46.7% |
| All | +6.0% | -76.7% | +82.7% | +46.7% |
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