+3,125.8%
TSLA vs LITE
+1,530.1%
+1,595.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.4% |
| 7D | +8.9% | +10.8% | -1.8% | +5.2% |
| 30D | +6.3% | -33.4% | +39.7% | +18.8% |
| 3M | +14.8% | -32.2% | +47.0% | +25.0% |
| 6M | -12.4% | -42.1% | +29.7% | -3.2% |
| YTD | -13.2% | +61.9% | -75.1% | -39.1% |
| 1Y | -2.9% | +163.0% | -165.9% | -45.2% |
| 3Y | +74.4% | +1,358.0% | -1,283.6% | -55.5% |
| 5Y | +13.3% | +549.9% | -536.6% | -61.1% |
| All | +3,125.8% | +1,530.1% | +1,595.7% | +781.4% |
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