+40.8%
TSLA vs LCID
-92.2%
+133.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.7% | -6.3% |
| 7D | +1.5% | -6.6% | +8.1% | +3.0% |
| 30D | +10.1% | -30.1% | +40.3% | +19.0% |
| 3M | -15.4% | -17.6% | +2.2% | -14.7% |
| 6M | -12.8% | -54.4% | +41.7% | +0.3% |
| YTD | -21.3% | -55.7% | +34.5% | -9.8% |
| 1Y | +4.6% | -71.0% | +75.6% | +32.2% |
| All | +40.8% | -92.2% | +133.0% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling