+4.6%
TSLA vs LLY
+57.1%
-52.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.9% |
| 7D | +1.5% | -2.1% | +3.7% | +1.7% |
| 30D | +10.1% | -1.6% | +11.7% | +10.3% |
| 3M | -15.4% | +2.3% | -17.7% | -15.7% |
| 6M | -12.8% | +14.9% | -27.7% | -14.9% |
| YTD | -21.3% | +7.5% | -28.7% | -22.4% |
| 1Y | +4.6% | +55.7% | -51.1% | -4.3% |
| All | +4.6% | +57.1% | -52.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling