+36.0%
TSM vs LCID
-79.4%
+115.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.6% | -13.8% | -3.6% |
| 7D | -10.0% | -1.2% | -8.8% | -9.9% |
| 30D | -18.5% | -19.2% | +0.6% | -16.6% |
| 3M | -4.9% | -56.7% | +51.8% | +4.4% |
| 6M | -1.0% | -49.6% | +48.7% | +5.5% |
| YTD | +31.3% | -68.1% | +99.4% | +47.6% |
| 1Y | +36.0% | -79.4% | +115.4% | +60.4% |
| All | +36.0% | -79.4% | +115.4% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling