+2,664.3%
TSLA vs LVS
0.0%
+2,664.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +3.2% | -3.5% | +6.7% | +4.7% |
| 30D | +11.6% | -6.2% | +17.8% | +14.4% |
| 3M | -8.4% | -14.8% | +6.4% | -2.9% |
| 6M | -10.4% | -20.9% | +10.5% | -2.4% |
| YTD | -18.7% | -33.0% | +14.3% | -5.8% |
| 1Y | -0.9% | -20.0% | +19.1% | +5.6% |
| 3Y | +33.6% | -6.9% | +40.5% | +29.2% |
| 5Y | +48.9% | +9.1% | +39.8% | +26.9% |
| All | +2,664.3% | 0.0% | +2,664.3% | +2,161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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