+433.1%
TSM vs LCID
-96.5%
+529.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +2.5% |
| 7D | -2.5% | +20.0% | -22.5% | -4.3% |
| 30D | -14.3% | -5.0% | -9.3% | -14.1% |
| 3M | -7.2% | -48.9% | +41.6% | -1.3% |
| 6M | -5.1% | -43.2% | +38.1% | -1.6% |
| YTD | +28.9% | -65.9% | +94.8% | +39.4% |
| 1Y | +37.1% | -79.2% | +116.2% | +55.0% |
| 3Y | +341.5% | -90.4% | +431.9% | +411.8% |
| 5Y | +245.7% | -99.2% | +344.9% | +367.7% |
| All | +433.1% | -96.5% | +529.6% | +571.4% |
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 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