+2,518.5%
TSLA vs LITE
+2,385.9%
+132.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -9.9% | -7.2% |
| 7D | +1.5% | -1.5% | +3.1% | +1.9% |
| 30D | +10.1% | +6.7% | +3.5% | +6.0% |
| 3M | -15.4% | -6.8% | -8.6% | -16.5% |
| 6M | -12.8% | +29.4% | -42.2% | -27.1% |
| YTD | -21.3% | +139.1% | -160.4% | -49.4% |
| 1Y | +4.6% | +521.0% | -516.4% | -56.1% |
| 3Y | +44.5% | +1,535.3% | -1,490.8% | -62.0% |
| 5Y | +44.8% | +889.8% | -845.0% | -54.6% |
| All | +2,518.5% | +2,385.9% | +132.6% | +561.6% |
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