+2,664.3%
TSLA vs LNT
+148.3%
+2,516.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -1.0% | +4.3% | +3.5% |
| 30D | +11.6% | -4.2% | +15.8% | +12.7% |
| 3M | -8.4% | -6.7% | -1.8% | -7.3% |
| 6M | -10.4% | -3.6% | -6.8% | -10.1% |
| YTD | -18.7% | +5.9% | -24.6% | -20.6% |
| 1Y | -0.9% | +7.3% | -8.2% | -3.5% |
| 3Y | +33.6% | +46.5% | -12.9% | +19.8% |
| 5Y | +48.9% | +32.5% | +16.4% | +35.4% |
| All | +2,664.3% | +148.3% | +2,516.0% | +2,138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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