-15.6%
TSLA vs LITE
+468.9%
-484.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -18.7% | +7.9% | -5.2% |
| 7D | -14.8% | -44.6% | +29.8% | +0.5% |
| 30D | -9.7% | -55.0% | +45.3% | +12.7% |
| 3M | +6.9% | -38.3% | +45.2% | +18.3% |
| 6M | -11.7% | -48.8% | +37.0% | +0.3% |
| YTD | -23.6% | +38.3% | -61.9% | -44.5% |
| 1Y | -25.6% | +119.0% | -144.6% | -57.3% |
| 3Y | +56.3% | +1,092.0% | -1,035.8% | -66.2% |
| 5Y | -15.6% | +446.1% | -461.7% | -70.6% |
| All | -15.6% | +468.9% | -484.5% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling