+48.2%
TSLA vs LEN
-25.9%
+74.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.8% | +5.0% |
| 7D | +3.4% | -2.9% | +6.3% | +4.2% |
| 30D | +12.0% | -8.9% | +20.9% | +14.8% |
| 3M | -10.0% | -10.9% | +0.9% | -7.6% |
| 6M | -7.2% | -19.7% | +12.5% | -2.1% |
| YTD | -18.1% | -20.6% | +2.4% | -14.0% |
| 1Y | +6.3% | -42.4% | +48.7% | +23.6% |
| 3Y | +48.2% | -26.5% | +74.7% | +34.9% |
| All | +48.2% | -25.9% | +74.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling