+79.6%
TSM vs LCID
-74.3%
+153.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | +6.0% | +1.8% | +4.3% | +5.8% |
| 30D | +4.5% | -34.2% | +38.7% | +10.0% |
| 3M | +3.1% | -9.1% | +12.2% | +1.9% |
| 6M | +30.2% | -52.6% | +82.8% | +42.3% |
| YTD | +45.2% | -56.2% | +101.4% | +59.0% |
| 1Y | +79.6% | -74.9% | +154.5% | +138.9% |
| All | +79.6% | -74.3% | +153.8% | +138.9% |
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 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