+46.2%
TSLA vs LH
+28.2%
+18.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +3.0% | -3.2% | +6.2% | +4.6% |
| 30D | +11.2% | +0.1% | +11.0% | +11.1% |
| 3M | -7.3% | +18.6% | -25.9% | -14.8% |
| 6M | -7.7% | +17.9% | -25.7% | -15.3% |
| YTD | -18.2% | +28.9% | -47.2% | -28.7% |
| 1Y | +6.0% | +16.6% | -10.6% | -3.1% |
| 3Y | +48.0% | +63.6% | -15.5% | +10.6% |
| 5Y | +46.2% | +30.0% | +16.2% | +12.0% |
| All | +46.2% | +28.2% | +18.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling