+46.5%
TSLA vs LCID
-97.7%
+144.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.0% | +4.3% |
| 7D | +3.4% | +1.8% | +1.6% | +2.7% |
| 30D | +12.0% | -34.2% | +46.3% | +25.9% |
| 3M | -10.0% | -9.1% | -0.8% | -12.1% |
| 6M | -7.2% | -52.6% | +45.4% | +8.5% |
| YTD | -18.1% | -56.2% | +38.1% | -3.4% |
| 1Y | +6.3% | -74.9% | +81.2% | +47.6% |
| 3Y | +48.2% | -92.1% | +140.2% | +158.6% |
| 5Y | +46.5% | -97.6% | +144.1% | +284.6% |
| All | +46.5% | -97.7% | +144.2% | +284.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling