+3,009.1%
TSLA vs LSCC
+1,498.6%
+1,510.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.4% | -7.4% | -1.7% |
| 7D | +1.5% | +14.5% | -13.0% | -4.5% |
| 30D | +3.4% | -0.1% | +3.4% | +2.3% |
| 3M | +17.4% | -2.7% | +20.1% | +16.2% |
| 6M | -12.2% | -4.8% | -7.4% | -13.6% |
| YTD | -13.1% | +66.9% | -79.9% | -36.0% |
| 1Y | -11.1% | +85.8% | -96.9% | -38.0% |
| 3Y | +82.1% | +115.6% | -33.5% | +10.2% |
| 5Y | +10.3% | +48.8% | -38.6% | -26.4% |
| 10Y | +3,009.1% | +1,490.3% | +1,518.9% | +871.5% |
| All | +3,009.1% | +1,498.6% | +1,510.6% | +871.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling