+63.4%
TSLA vs LCID
-93.0%
+156.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.4% | -6.2% | +2.0% |
| 7D | -10.4% | +8.9% | -19.3% | -12.2% |
| 30D | -5.2% | -15.4% | +10.2% | -2.4% |
| 3M | +12.1% | -52.9% | +65.0% | +30.5% |
| 6M | -10.2% | -46.8% | +36.7% | -1.5% |
| YTD | -20.3% | -68.9% | +48.5% | -2.8% |
| 1Y | -19.7% | -81.7% | +62.0% | +11.4% |
| 3Y | +63.4% | -92.4% | +155.8% | +154.4% |
| All | +63.4% | -93.0% | +156.4% | +154.4% |
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