+22,391.8%
TSLA vs LSCC
+2,129.7%
+20,262.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +1.6% |
| 7D | -10.4% | +13.0% | -23.4% | -14.5% |
| 30D | -5.2% | -19.8% | +14.6% | +2.2% |
| 3M | +12.1% | -18.4% | +30.5% | +19.0% |
| 6M | -10.2% | -16.1% | +6.0% | -6.7% |
| YTD | -20.3% | +42.7% | -63.1% | -33.9% |
| 1Y | -19.7% | +68.0% | -87.7% | -37.6% |
| 3Y | +63.4% | +85.8% | -22.5% | +16.6% |
| 5Y | -12.1% | +28.0% | -40.1% | -31.1% |
| 10Y | +2,719.7% | +1,255.1% | +1,464.6% | +1,014.8% |
| All | +22,391.8% | +2,129.7% | +20,262.1% | +6,761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling