+39.0%
TSLA vs LTH
+152.0%
-112.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | +3.0% | -4.0% | +7.0% | +4.5% |
| 30D | +11.2% | -1.7% | +12.8% | +11.5% |
| 3M | -7.3% | +28.0% | -35.3% | -16.4% |
| 6M | -7.7% | +54.1% | -61.8% | -23.6% |
| YTD | -18.2% | +57.1% | -75.3% | -33.1% |
| 1Y | +6.0% | +45.8% | -39.8% | -11.1% |
| 3Y | +48.0% | +157.6% | -109.5% | -3.5% |
| All | +39.0% | +152.0% | -112.9% | -13.2% |
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