+15.5%
TSLA vs LSCC
+33.9%
-18.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.6% | +0.8% |
| 7D | +8.9% | +7.0% | +2.0% | +5.0% |
| 30D | +6.3% | -2.3% | +8.6% | +6.0% |
| 3M | +14.8% | -12.5% | +27.3% | +19.3% |
| 6M | -12.4% | -10.6% | -1.8% | -11.6% |
| YTD | -13.2% | +52.7% | -65.9% | -36.1% |
| 1Y | -2.9% | +74.0% | -76.9% | -33.7% |
| 3Y | +74.4% | +104.8% | -30.4% | -1.8% |
| All | +15.5% | +33.9% | -18.4% | -24.1% |
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