+22,845.2%
TSLA vs LUMN
-44.6%
+22,889.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +3.2% | +2.5% | +0.7% | +2.8% |
| 30D | +11.6% | +10.3% | +1.2% | +9.9% |
| 3M | -8.4% | -18.3% | +9.8% | -6.0% |
| 6M | -10.4% | +4.4% | -14.8% | -11.5% |
| YTD | -18.7% | -10.7% | -8.1% | -19.0% |
| 1Y | -0.9% | +14.0% | -14.9% | -5.3% |
| 3Y | +33.6% | +406.6% | -373.0% | -9.8% |
| 5Y | +48.9% | -36.8% | +85.7% | +53.2% |
| 10Y | +2,718.7% | -56.2% | +2,774.9% | +2,743.3% |
| All | +22,845.2% | -44.6% | +22,889.7% | +14,687.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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