+2,681.1%
TSLA vs LDOS
+248.5%
+2,432.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.1% |
| 7D | -10.4% | -7.2% | -3.2% | -7.9% |
| 30D | -5.2% | +16.8% | -22.0% | -11.0% |
| 3M | +12.1% | -1.6% | +13.7% | +12.1% |
| 6M | -10.2% | -1.0% | -9.2% | -11.3% |
| YTD | -20.3% | -25.8% | +5.4% | -12.1% |
| 1Y | -19.7% | -31.1% | +11.4% | -8.5% |
| 3Y | +63.4% | +32.8% | +30.6% | +34.6% |
| 5Y | -12.1% | +49.4% | -61.4% | -33.2% |
| All | +2,681.1% | +248.5% | +2,432.6% | +1,865.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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