+2,973.5%
TSLA vs LII
+166.2%
+2,807.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.7% | +0.4% | -5.1% | -4.9% |
| 30D | -0.8% | -2.4% | +1.6% | -0.3% |
| 3M | +14.8% | -17.5% | +32.3% | +24.5% |
| 6M | -11.3% | -32.8% | +21.5% | +4.0% |
| YTD | -15.6% | -27.7% | +12.1% | -6.4% |
| 1Y | -14.7% | -28.1% | +13.4% | -5.4% |
| 3Y | +76.9% | -9.7% | +86.6% | +69.8% |
| 5Y | +6.7% | +19.5% | -12.8% | -15.0% |
| 10Y | +2,973.5% | +170.6% | +2,802.9% | +1,711.0% |
| All | +2,973.5% | +166.2% | +2,807.2% | +1,711.0% |
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