+22,131.9%
TSLA vs LVS
+190.4%
+21,941.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | +1.5% | -1.5% | +3.0% | +2.1% |
| 30D | +10.1% | -3.2% | +13.3% | +11.4% |
| 3M | -15.4% | -12.0% | -3.4% | -11.5% |
| 6M | -12.8% | -19.9% | +7.1% | -5.6% |
| YTD | -21.3% | -30.6% | +9.4% | -10.4% |
| 1Y | +4.6% | -17.7% | +22.3% | +10.0% |
| 3Y | +44.5% | -14.2% | +58.7% | +45.2% |
| 5Y | +44.8% | +9.6% | +35.2% | +25.0% |
| 10Y | +2,585.4% | +5.7% | +2,579.7% | +2,085.2% |
| All | +22,131.9% | +190.4% | +21,941.4% | +10,981.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling