+22,131.9%
TSLA vs LEN
+604.3%
+21,527.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.5% |
| 7D | +1.5% | -3.2% | +4.7% | +2.8% |
| 30D | +10.1% | -4.9% | +15.0% | +12.2% |
| 3M | -15.4% | -8.5% | -6.9% | -13.0% |
| 6M | -12.8% | -20.7% | +7.9% | -5.5% |
| YTD | -21.3% | -17.4% | -3.9% | -16.7% |
| 1Y | +4.6% | -38.2% | +42.8% | +23.3% |
| 3Y | +44.5% | -24.9% | +69.4% | +51.4% |
| 5Y | +44.8% | -11.4% | +56.3% | +38.9% |
| 10Y | +2,585.4% | +110.0% | +2,475.4% | +1,588.3% |
| All | +22,131.9% | +604.3% | +21,527.6% | +8,919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling