+2,650.1%
TSLA vs LEN
+103.6%
+2,546.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | +0.3% |
| 7D | -3.4% | -7.8% | +4.4% | -0.1% |
| 30D | +9.2% | -11.0% | +20.3% | +14.6% |
| 3M | -4.7% | -12.8% | +8.1% | 0.0% |
| 6M | -8.9% | -20.2% | +11.3% | -1.2% |
| YTD | -19.2% | -23.0% | +3.9% | -11.7% |
| 1Y | +4.5% | -41.8% | +46.3% | +27.8% |
| 3Y | +46.3% | -28.8% | +75.1% | +56.0% |
| 5Y | +48.1% | -12.6% | +60.7% | +39.5% |
| All | +2,650.1% | +103.6% | +2,546.5% | +1,621.5% |
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