+63.4%
TSLA vs LTH
+268.4%
-205.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.6% |
| 7D | -10.4% | +4.5% | -14.9% | -11.7% |
| 30D | -5.2% | +16.3% | -21.5% | -9.6% |
| 3M | +12.1% | +8.4% | +3.7% | +8.8% |
| 6M | -10.2% | +40.3% | -50.4% | -20.6% |
| YTD | -20.3% | +77.3% | -97.6% | -36.0% |
| 1Y | -19.7% | +88.0% | -107.6% | -37.1% |
| 3Y | +63.4% | +274.3% | -210.9% | +14.1% |
| All | +63.4% | +268.4% | -205.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling