+74.4%
TSLA vs LNT
+67.4%
+7.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +8.9% | +1.0% | +7.9% | +8.8% |
| 30D | +6.3% | +9.6% | -3.3% | +4.9% |
| 3M | +14.8% | +5.4% | +9.4% | +13.9% |
| 6M | -12.4% | +3.1% | -15.5% | -13.2% |
| YTD | -13.2% | +16.5% | -29.7% | -17.5% |
| 1Y | -2.9% | +12.3% | -15.2% | -6.6% |
| 3Y | +74.4% | +70.3% | +4.1% | +45.2% |
| All | +74.4% | +67.4% | +7.1% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling