-13.3%
TSLA vs LTH
+84.0%
-97.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.7% | -3.7% |
| 7D | -4.7% | +9.9% | -14.6% | -5.3% |
| 30D | +1.7% | +18.3% | -16.6% | +0.6% |
| 3M | +17.7% | +5.9% | +11.7% | +17.3% |
| 6M | -1.9% | +80.3% | -82.2% | -9.1% |
| YTD | -14.3% | +78.3% | -92.6% | -20.9% |
| 1Y | -13.3% | +81.0% | -94.3% | -19.7% |
| All | -13.3% | +84.0% | -97.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling