+48.1%
TSLA vs LNT
+30.4%
+17.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | +9.2% | -1.9% | +11.2% | +9.6% |
| 3M | -4.7% | -7.2% | +2.5% | -3.6% |
| 6M | -8.9% | -3.9% | -5.0% | -8.8% |
| YTD | -19.2% | +5.9% | -25.0% | -21.2% |
| 1Y | +4.5% | +8.4% | -3.8% | +1.2% |
| 3Y | +46.3% | +46.6% | -0.3% | +31.3% |
| 5Y | +48.1% | +32.4% | +15.7% | +35.8% |
| All | +48.1% | +30.4% | +17.7% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling