+4.5%
TSLA vs LH
+11.8%
-7.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.3% |
| 7D | -3.4% | -7.4% | +4.0% | -3.7% |
| 30D | +9.2% | -4.6% | +13.8% | +9.1% |
| 3M | -4.7% | +14.5% | -19.2% | -3.3% |
| 6M | -8.9% | +14.8% | -23.7% | -7.5% |
| YTD | -19.2% | +23.3% | -42.4% | -16.5% |
| 1Y | +4.5% | +13.6% | -9.1% | +9.6% |
| All | +4.5% | +11.8% | -7.2% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling