+46.3%
TSLA vs LEN
-11.0%
+57.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.8% | +5.6% |
| 7D | +3.4% | -2.9% | +6.3% | +4.6% |
| 30D | +12.0% | -8.9% | +20.9% | +16.2% |
| 3M | -10.0% | -10.9% | +0.9% | -6.5% |
| 6M | -7.2% | -19.7% | +12.5% | +0.3% |
| YTD | -18.1% | -20.6% | +2.4% | -12.0% |
| 1Y | +6.3% | -42.4% | +48.7% | +31.3% |
| 3Y | +48.2% | -26.5% | +74.7% | +49.5% |
| All | +46.3% | -11.0% | +57.4% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling