+76.9%
TSLA vs LSCC
+101.3%
-24.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | -4.7% | +5.0% | -9.7% | -6.5% |
| 30D | -0.8% | -11.7% | +11.0% | +3.7% |
| 3M | +14.8% | -13.3% | +28.1% | +19.7% |
| 6M | -11.3% | -12.5% | +1.2% | -9.1% |
| YTD | -15.6% | +51.2% | -66.7% | -34.8% |
| 1Y | -14.7% | +65.9% | -80.6% | -37.3% |
| 3Y | +76.9% | +95.3% | -18.4% | +18.9% |
| All | +76.9% | +101.3% | -24.4% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling