+691.8%
TSEM vs LCID
-96.3%
+788.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -3.6% |
| 7D | -9.5% | +24.8% | -34.3% | -11.7% |
| 30D | -35.5% | -0.5% | -34.9% | -35.6% |
| 3M | -41.6% | -43.0% | +1.4% | -38.3% |
| 6M | -30.1% | -40.5% | +10.5% | -27.7% |
| YTD | +25.7% | -64.3% | +90.0% | +36.4% |
| 1Y | +50.5% | -78.1% | +128.5% | +71.0% |
| 3Y | +501.7% | -90.1% | +591.8% | +605.3% |
| 5Y | +310.9% | -99.1% | +410.0% | +448.3% |
| All | +691.8% | -96.3% | +788.2% | +876.3% |
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