+2,518.5%
TSLA vs LDOS
+278.0%
+2,240.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.1% |
| 7D | +1.5% | -5.4% | +6.9% | +3.7% |
| 30D | +10.1% | +4.9% | +5.2% | +7.9% |
| 3M | -15.4% | +7.2% | -22.6% | -18.5% |
| 6M | -12.8% | -24.2% | +11.5% | -3.2% |
| YTD | -21.3% | -25.8% | +4.5% | -12.7% |
| 1Y | +4.6% | -24.7% | +29.3% | +14.8% |
| 3Y | +44.5% | +39.3% | +5.2% | +17.4% |
| 5Y | +44.8% | +43.3% | +1.5% | +13.4% |
| All | +2,518.5% | +278.0% | +2,240.5% | +1,525.9% |
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