+2,681.1%
TSLA vs LITE
+1,381.7%
+1,299.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.4% | +2.4% |
| 7D | -10.4% | -35.9% | +25.5% | +2.1% |
| 30D | -5.2% | -51.5% | +46.3% | +17.2% |
| 3M | +12.1% | -35.7% | +47.8% | +23.4% |
| 6M | -10.2% | -43.0% | +32.8% | -0.7% |
| YTD | -20.3% | +46.1% | -66.5% | -42.1% |
| 1Y | -19.7% | +124.7% | -144.4% | -52.0% |
| 3Y | +63.4% | +1,172.1% | -1,108.7% | -56.2% |
| 5Y | -12.1% | +477.0% | -489.1% | -68.5% |
| All | +2,681.1% | +1,381.7% | +1,299.4% | +658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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