+6.0%
TSLA vs LLY
+54.1%
-48.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | -3.1% | +6.1% | +3.2% |
| 30D | +11.2% | -8.6% | +19.8% | +11.9% |
| 3M | -7.3% | -1.6% | -5.6% | -7.4% |
| 6M | -7.7% | +11.8% | -19.6% | -10.0% |
| YTD | -18.2% | +5.1% | -23.3% | -19.4% |
| 1Y | +6.0% | +50.7% | -44.7% | -5.3% |
| All | +6.0% | +54.1% | -48.1% | -5.3% |
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