+77.7%
TSLA vs LII
-9.2%
+86.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.0% |
| 7D | +15.6% | -0.2% | +15.8% | +15.7% |
| 30D | +5.9% | -0.6% | +6.5% | +5.6% |
| 3M | +21.4% | -17.0% | +38.3% | +29.4% |
| 6M | -8.3% | -31.1% | +22.8% | +3.4% |
| YTD | -11.6% | -27.7% | +16.0% | -4.5% |
| 1Y | -7.7% | -26.2% | +18.5% | -1.5% |
| All | +77.7% | -9.2% | +86.8% | +85.1% |
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