-7.6%
TSLA vs LDOS
+49.1%
-56.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.8% |
| 7D | -10.4% | -7.2% | -3.2% | -8.7% |
| 30D | -5.2% | +16.8% | -22.0% | -9.2% |
| 3M | +12.1% | -1.6% | +13.7% | +12.3% |
| 6M | -10.2% | -1.0% | -9.2% | -10.2% |
| YTD | -20.3% | -25.8% | +5.4% | -13.0% |
| 1Y | -19.7% | -31.1% | +11.4% | -9.8% |
| 3Y | +63.4% | +32.8% | +30.6% | +42.1% |
| All | -7.6% | +49.1% | -56.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling