+322.0%
TSM vs LCID
-93.0%
+415.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.4% | -4.1% | +5.2% |
| 7D | -7.6% | +8.9% | -16.5% | -8.4% |
| 30D | -20.5% | -15.4% | -5.1% | -19.3% |
| 3M | -10.0% | -52.9% | +42.9% | -3.1% |
| 6M | -10.1% | -46.8% | +36.8% | -5.8% |
| YTD | +24.5% | -68.9% | +93.4% | +36.5% |
| 1Y | +31.2% | -81.7% | +112.9% | +50.9% |
| 3Y | +322.0% | -92.4% | +414.4% | +425.4% |
| All | +322.0% | -93.0% | +415.0% | +425.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling