+2,883.7%
TSLA vs LSCC
+1,398.6%
+1,485.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.4% | -2.9% | +1.8% |
| 7D | -6.4% | +19.3% | -25.7% | -13.7% |
| 30D | -1.2% | -9.6% | +8.4% | +2.4% |
| 3M | +15.1% | -12.4% | +27.5% | +19.6% |
| 6M | -11.7% | -10.5% | -1.3% | -10.6% |
| YTD | -15.9% | +54.8% | -70.7% | -35.8% |
| 1Y | -12.0% | +79.4% | -91.4% | -37.6% |
| 3Y | +80.0% | +109.6% | -29.5% | +10.5% |
| 5Y | +10.8% | +40.4% | -29.6% | -23.9% |
| 10Y | +2,883.7% | +1,379.1% | +1,504.6% | +869.6% |
| All | +2,883.7% | +1,398.6% | +1,485.1% | +869.6% |
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