+2,664.3%
TSLA vs LQD
+22.3%
+2,642.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | -1.1% | +4.3% | +4.6% |
| 30D | +11.6% | -1.3% | +12.9% | +13.3% |
| 3M | -8.4% | -3.2% | -5.2% | -4.8% |
| 6M | -10.4% | -2.1% | -8.3% | -7.7% |
| YTD | -18.7% | -2.4% | -16.4% | -16.1% |
| 1Y | -0.9% | -2.7% | +1.8% | +2.6% |
| 3Y | +33.6% | +14.2% | +19.4% | +17.2% |
| 5Y | +48.9% | -5.8% | +54.7% | +54.8% |
| All | +2,664.3% | +22.3% | +2,642.0% | +2,511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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