+6.3%
TSLA vs LII
-32.7%
+39.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.3% | +4.2% |
| 7D | +3.4% | +2.1% | +1.3% | +3.0% |
| 30D | +12.0% | -12.4% | +24.5% | +14.5% |
| 3M | -10.0% | -24.8% | +14.8% | -6.0% |
| 6M | -7.2% | -25.2% | +18.0% | -4.1% |
| YTD | -18.1% | -20.3% | +2.1% | -15.6% |
| 1Y | +6.3% | -32.9% | +39.2% | +10.8% |
| All | +6.3% | -32.7% | +39.0% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling