+6.3%
TSLA vs LTH
+46.4%
-40.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +4.1% |
| 7D | +3.4% | +1.5% | +1.9% | +3.2% |
| 30D | +12.0% | -3.1% | +15.1% | +12.2% |
| 3M | -10.0% | +28.1% | -38.1% | -13.4% |
| 6M | -7.2% | +67.4% | -74.6% | -13.9% |
| YTD | -18.1% | +59.8% | -77.9% | -23.5% |
| 1Y | +6.3% | +45.6% | -39.3% | +5.5% |
| All | +6.3% | +46.4% | -40.2% | +5.5% |
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