+34.4%
TSLA vs LNT
+48.2%
-13.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +11.2% | -0.5% | +11.7% | +11.2% |
| 3M | -7.3% | -5.5% | -1.8% | -6.7% |
| 6M | -7.7% | -3.8% | -3.9% | -7.9% |
| YTD | -18.2% | +6.8% | -25.0% | -21.4% |
| 1Y | +6.0% | +9.3% | -3.3% | +0.8% |
| All | +34.4% | +48.2% | -13.8% | +13.4% |
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