+24,401.0%
TSLA vs LH
+490.1%
+23,911.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +8.9% | +1.1% | +7.9% | +8.4% |
| 30D | +6.3% | +16.7% | -10.5% | -2.2% |
| 3M | +14.8% | +15.1% | -0.3% | +6.1% |
| 6M | -12.4% | +46.3% | -58.7% | -29.2% |
| YTD | -13.2% | +48.8% | -62.0% | -31.1% |
| 1Y | -2.9% | +39.7% | -42.6% | -20.4% |
| 3Y | +74.4% | +87.0% | -12.6% | +20.0% |
| 5Y | +13.3% | +53.0% | -39.7% | -14.6% |
| 10Y | +3,004.2% | +264.3% | +2,739.9% | +1,246.0% |
| All | +24,401.0% | +490.1% | +23,911.0% | +7,467.9% |
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