+15.5%
TSLA vs LII
+17.0%
-1.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.4% |
| 7D | +8.9% | +2.9% | +6.0% | +7.4% |
| 30D | +6.3% | +0.9% | +5.4% | +5.0% |
| 3M | +14.8% | -15.5% | +30.3% | +23.7% |
| 6M | -12.4% | -30.2% | +17.8% | +1.6% |
| YTD | -13.2% | -26.8% | +13.6% | -4.4% |
| 1Y | -2.9% | -25.3% | +22.3% | +5.3% |
| 3Y | +74.4% | -7.8% | +82.2% | +56.1% |
| All | +15.5% | +17.0% | -1.5% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling