+310.9%
TSEM vs LCID
-99.1%
+410.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -3.7% |
| 7D | -9.5% | +24.8% | -34.3% | -12.1% |
| 30D | -35.5% | -0.5% | -34.9% | -35.7% |
| 3M | -41.6% | -43.0% | +1.4% | -37.7% |
| 6M | -30.1% | -40.5% | +10.5% | -27.2% |
| YTD | +25.7% | -64.3% | +90.0% | +38.5% |
| 1Y | +50.5% | -78.1% | +128.5% | +75.2% |
| 3Y | +501.7% | -90.1% | +591.8% | +626.1% |
| 5Y | +310.9% | -99.1% | +410.0% | +506.5% |
| All | +310.9% | -99.1% | +410.0% | +506.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling