-13.3%
TSLA vs LSCC
+57.8%
-71.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | -4.7% | +3.0% | -7.7% | -5.8% |
| 30D | +1.7% | -19.3% | +21.0% | +7.7% |
| 3M | +17.7% | -22.3% | +40.0% | +25.4% |
| 6M | -1.9% | -14.6% | +12.7% | +2.1% |
| YTD | -14.3% | +45.8% | -60.1% | -20.5% |
| 1Y | -13.3% | +69.6% | -82.9% | -24.3% |
| All | -13.3% | +57.8% | -71.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling