+22,994.0%
TSLA vs LHX
+705.0%
+22,289.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.8% |
| 7D | +3.0% | -3.7% | +6.7% | +4.7% |
| 30D | +11.2% | -13.2% | +24.3% | +17.8% |
| 3M | -7.3% | -18.4% | +11.1% | -0.3% |
| 6M | -7.7% | -32.0% | +24.2% | +7.1% |
| YTD | -18.2% | -13.6% | -4.6% | -15.2% |
| 1Y | +6.0% | -6.0% | +12.0% | +5.3% |
| 3Y | +48.0% | +57.9% | -9.9% | +14.6% |
| 5Y | +46.2% | +19.2% | +27.0% | +25.6% |
| 10Y | +2,737.0% | +232.3% | +2,504.8% | +1,160.1% |
| All | +22,994.0% | +705.0% | +22,289.0% | +4,898.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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