+667.3%
TSEM vs LCID
-97.7%
+764.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -9.2% | -9.1% | -0.1% | -10.1% |
| 6M | +98.8% | -52.6% | +151.4% | +112.7% |
| YTD | +87.2% | -56.2% | +143.4% | +101.1% |
| 1Y | +239.0% | -74.9% | +313.9% | +286.2% |
| 3Y | +679.5% | -92.1% | +771.6% | +841.4% |
| 5Y | +667.3% | -97.6% | +764.8% | +991.9% |
| All | +667.3% | -97.7% | +764.9% | +991.9% |
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 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