+676.6%
TSEM vs LCID
-92.2%
+768.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +7.6% |
| 7D | +6.9% | -6.6% | +13.5% | +8.0% |
| 30D | +5.3% | -30.1% | +35.5% | +11.0% |
| 3M | -14.9% | -17.6% | +2.7% | -14.7% |
| 6M | +80.0% | -54.4% | +134.5% | +99.2% |
| YTD | +89.4% | -55.7% | +145.1% | +108.8% |
| 1Y | +253.1% | -71.0% | +324.1% | +313.5% |
| All | +676.6% | -92.2% | +768.8% | +890.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling