-15.6%
TSLA vs LDOS
+52.0%
-67.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.1% | -10.9% | -10.8% |
| 7D | -14.8% | -3.7% | -11.1% | -14.0% |
| 30D | -9.7% | +16.4% | -26.1% | -13.4% |
| 3M | +6.9% | +7.4% | -0.5% | +4.4% |
| 6M | -11.7% | -0.3% | -11.4% | -11.8% |
| YTD | -23.6% | -24.0% | +0.4% | -17.0% |
| 1Y | -25.6% | -29.6% | +4.0% | -16.9% |
| 3Y | +56.3% | +35.1% | +21.1% | +35.7% |
| 5Y | -15.6% | +52.9% | -68.5% | -32.0% |
| All | -15.6% | +52.0% | -67.6% | -32.0% |
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