+2,650.1%
TSLA vs LH
+179.1%
+2,471.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +1.0% |
| 7D | -3.4% | -7.4% | +4.0% | +0.3% |
| 30D | +9.2% | -4.6% | +13.8% | +11.8% |
| 3M | -4.7% | +14.5% | -19.2% | -11.6% |
| 6M | -8.9% | +14.8% | -23.7% | -15.9% |
| YTD | -19.2% | +23.3% | -42.4% | -28.4% |
| 1Y | +4.5% | +13.6% | -9.1% | -4.1% |
| 3Y | +46.3% | +56.3% | -10.0% | +12.0% |
| 5Y | +48.1% | +25.2% | +22.9% | +24.9% |
| All | +2,650.1% | +179.1% | +2,471.0% | +1,441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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