-8.3%
TSLA vs LEN
-3.3%
-5.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.8% |
| 7D | +15.6% | -8.7% | +24.4% | +15.9% |
| 30D | +5.9% | +11.6% | -5.6% | +5.0% |
| 3M | +21.4% | -1.3% | +22.6% | +21.9% |
| 6M | -8.3% | -1.4% | -6.9% | -11.7% |
| All | -8.3% | -3.3% | -5.0% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling