+1,061.9%
TSEM vs LCID
-95.8%
+1,157.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.7% |
| 7D | +4.7% | -9.3% | +14.1% | +5.8% |
| 30D | -14.2% | -35.4% | +21.2% | -10.4% |
| 3M | -5.0% | -17.1% | +12.0% | -5.0% |
| 6M | +87.6% | -58.9% | +146.5% | +101.9% |
| YTD | +84.4% | -59.6% | +144.0% | +98.0% |
| 1Y | +235.4% | -78.0% | +313.4% | +281.0% |
| 3Y | +668.0% | -92.7% | +760.7% | +815.8% |
| 5Y | +644.7% | -97.8% | +742.6% | +839.7% |
| All | +1,061.9% | -95.8% | +1,157.7% | +1,317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LCID 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling