+4.6%
TSLA vs LYB
+25.6%
-21.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -6.1% |
| 7D | +1.5% | -0.2% | +1.8% | +1.5% |
| 30D | +10.1% | +8.7% | +1.4% | +10.9% |
| 3M | -15.4% | -3.0% | -12.4% | -14.7% |
| 6M | -12.8% | +4.7% | -17.5% | -14.1% |
| YTD | -21.3% | +51.6% | -72.8% | -25.0% |
| 1Y | +4.6% | +24.4% | -19.8% | +8.1% |
| All | +4.6% | +25.6% | -21.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling