+4.6%
TSLA vs LSCC
+72.9%
-68.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -7.9% | -6.5% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +10.1% | -9.7% | +19.8% | +13.3% |
| 3M | -15.4% | -23.7% | +8.3% | -9.1% |
| 6M | -12.8% | +26.5% | -39.3% | -17.8% |
| YTD | -21.3% | +57.5% | -78.8% | -30.5% |
| 1Y | +4.6% | +75.7% | -71.1% | -3.3% |
| All | +4.6% | +72.9% | -68.3% | -3.3% |
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