+2,737.0%
TSLA vs LLY
+1,551.2%
+1,185.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | -3.1% | +6.1% | +3.6% |
| 30D | +11.2% | -8.6% | +19.8% | +12.9% |
| 3M | -7.3% | -1.6% | -5.6% | -7.4% |
| 6M | -7.7% | +11.8% | -19.6% | -10.3% |
| YTD | -18.2% | +5.1% | -23.3% | -19.9% |
| 1Y | +6.0% | +50.7% | -44.7% | -3.6% |
| 3Y | +48.0% | +95.7% | -47.7% | +26.4% |
| 5Y | +46.2% | +390.2% | -344.0% | +3.5% |
| 10Y | +2,737.0% | +1,580.3% | +1,156.7% | +1,439.8% |
| All | +2,737.0% | +1,551.2% | +1,185.8% | +1,439.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling