+2,737.0%
TSLA vs LII
+163.1%
+2,573.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +11.2% | -11.2% | +22.4% | +17.4% |
| 3M | -7.3% | -28.8% | +21.5% | +6.7% |
| 6M | -7.7% | -26.9% | +19.2% | +3.7% |
| YTD | -18.2% | -22.2% | +4.0% | -11.7% |
| 1Y | +6.0% | -32.0% | +38.0% | +21.5% |
| 3Y | +48.0% | -0.4% | +48.5% | +36.4% |
| 5Y | +46.2% | +22.4% | +23.7% | +15.6% |
| 10Y | +2,737.0% | +171.4% | +2,565.6% | +1,564.8% |
| All | +2,737.0% | +163.1% | +2,573.9% | +1,564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling