+22,131.9%
TSLA vs LH
+420.7%
+21,711.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.2% |
| 7D | +1.5% | -2.5% | +4.0% | +2.9% |
| 30D | +10.1% | +4.3% | +5.8% | +7.7% |
| 3M | -15.4% | +25.5% | -40.9% | -25.6% |
| 6M | -12.8% | +17.0% | -29.7% | -20.5% |
| YTD | -21.3% | +31.3% | -52.5% | -32.9% |
| 1Y | +4.6% | +20.0% | -15.4% | -7.1% |
| 3Y | +44.5% | +63.9% | -19.3% | +6.9% |
| 5Y | +44.8% | +30.9% | +13.9% | +18.9% |
| 10Y | +2,585.4% | +191.4% | +2,394.0% | +1,213.7% |
| All | +22,131.9% | +420.7% | +21,711.2% | +7,269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling