+2,883.7%
TSLA vs LII
+170.7%
+2,712.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.5% |
| 7D | -6.4% | -1.2% | -5.2% | -5.8% |
| 30D | -1.2% | -2.0% | +0.7% | -1.0% |
| 3M | +15.1% | -20.2% | +35.3% | +26.7% |
| 6M | -11.7% | -32.5% | +20.8% | +3.3% |
| YTD | -15.9% | -27.4% | +11.4% | -7.0% |
| 1Y | -12.0% | -28.2% | +16.2% | -2.3% |
| 3Y | +80.0% | -7.2% | +87.3% | +70.4% |
| 5Y | +10.8% | +19.9% | -9.1% | -11.8% |
| 10Y | +2,883.7% | +168.6% | +2,715.0% | +1,644.7% |
| All | +2,883.7% | +170.7% | +2,712.9% | +1,644.7% |
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