+41.1%
TSLA vs LSCC
+82.7%
-41.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -7.9% | -6.9% |
| 7D | +1.5% | +1.3% | +0.2% | +0.8% |
| 30D | +10.1% | -9.7% | +19.8% | +15.1% |
| 3M | -15.4% | -23.7% | +8.3% | -5.3% |
| 6M | -12.8% | +26.5% | -39.3% | -25.8% |
| YTD | -21.3% | +57.5% | -78.8% | -41.6% |
| 1Y | +4.6% | +75.7% | -71.1% | -27.9% |
| 3Y | +44.5% | +19.5% | +25.1% | +12.6% |
| All | +41.1% | +82.7% | -41.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling