+22,131.9%
TSLA vs LMT
+1,021.6%
+21,110.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | +1.5% | -6.3% | +7.8% | +3.4% |
| 30D | +10.1% | -8.5% | +18.6% | +12.7% |
| 3M | -15.4% | +1.8% | -17.2% | -16.9% |
| 6M | -12.8% | -19.9% | +7.2% | -7.7% |
| YTD | -21.3% | +10.6% | -31.8% | -25.3% |
| 1Y | +4.6% | +17.9% | -13.4% | -2.9% |
| 3Y | +44.5% | +27.0% | +17.6% | +27.1% |
| 5Y | +44.8% | +68.7% | -23.9% | +11.6% |
| 10Y | +2,585.4% | +181.1% | +2,404.3% | +1,430.5% |
| All | +22,131.9% | +1,021.6% | +21,110.3% | +5,420.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 all: compounded portfolio wealth divided by compounded LMT 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…
all analysis · Full analysis span regression · 6 months rolling