+33.8%
TSLA vs LTH
+160.9%
-127.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +1.5% | -0.6% | +2.2% | +1.6% |
| 30D | +10.1% | -4.6% | +14.7% | +11.7% |
| 3M | -15.4% | +32.8% | -48.2% | -24.7% |
| 6M | -12.8% | +64.6% | -77.4% | -29.6% |
| YTD | -21.3% | +62.6% | -83.9% | -36.4% |
| 1Y | +4.6% | +49.9% | -45.4% | -13.2% |
| 3Y | +44.5% | +151.3% | -106.8% | -4.6% |
| All | +33.8% | +160.9% | -127.0% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling