+3,185.6%
TSLA vs LEN
+136.8%
+3,048.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +3.0% |
| 7D | +15.6% | -8.7% | +24.4% | +19.8% |
| 30D | +5.9% | +11.6% | -5.6% | +0.1% |
| 3M | +21.4% | -1.3% | +22.6% | +19.9% |
| 6M | -8.3% | -1.4% | -6.9% | -10.1% |
| YTD | -11.6% | -16.9% | +5.3% | -8.0% |
| 1Y | -7.7% | -31.2% | +23.5% | +3.8% |
| 3Y | +85.2% | -25.6% | +110.7% | +91.1% |
| 5Y | +15.4% | -13.3% | +28.6% | +7.7% |
| All | +3,185.6% | +136.8% | +3,048.8% | +1,744.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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