+47.5%
TSLA vs LTH
+180.7%
-133.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.6% |
| 7D | +8.9% | -1.3% | +10.2% | +9.3% |
| 30D | +6.3% | +15.7% | -9.4% | +0.3% |
| 3M | +14.8% | +5.0% | +9.8% | +11.8% |
| 6M | -12.4% | +37.7% | -50.0% | -23.5% |
| YTD | -13.2% | +75.0% | -88.2% | -32.2% |
| 1Y | -2.9% | +82.6% | -85.6% | -25.6% |
| 3Y | +74.4% | +241.3% | -166.9% | +2.3% |
| 5Y | +13.3% | +135.4% | -122.1% | -34.1% |
| All | +47.5% | +180.7% | -133.2% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling