+63.4%
TSLA vs LII
-8.7%
+72.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.9% |
| 7D | -10.4% | -0.6% | -9.8% | -10.2% |
| 30D | -5.2% | -4.6% | -0.6% | -4.1% |
| 3M | +12.1% | -21.2% | +33.3% | +21.9% |
| 6M | -10.2% | -36.4% | +26.3% | +4.8% |
| YTD | -20.3% | -28.9% | +8.6% | -13.3% |
| 1Y | -19.7% | -29.5% | +9.9% | -12.4% |
| 3Y | +63.4% | -8.6% | +71.9% | +63.2% |
| All | +63.4% | -8.7% | +72.1% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling