+1,079.3%
TSEM vs LCID
-95.5%
+1,174.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.0% |
| 7D | +10.4% | +1.8% | +8.7% | +10.2% |
| 30D | -12.9% | -34.2% | +21.3% | -9.2% |
| 3M | -9.2% | -9.1% | -0.1% | -10.0% |
| 6M | +98.8% | -52.6% | +151.4% | +110.9% |
| YTD | +87.2% | -56.2% | +143.4% | +99.3% |
| 1Y | +239.0% | -74.9% | +313.9% | +280.0% |
| 3Y | +679.5% | -92.1% | +771.6% | +822.0% |
| 5Y | +667.3% | -97.6% | +764.8% | +857.4% |
| All | +1,079.3% | -95.5% | +1,174.8% | +1,327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling