+236.4%
TSM vs LCID
-99.2%
+335.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.4% | -4.1% | +5.1% |
| 7D | -7.6% | +8.9% | -16.5% | -8.5% |
| 30D | -20.5% | -15.4% | -5.1% | -19.1% |
| 3M | -10.0% | -52.9% | +42.9% | -2.2% |
| 6M | -10.1% | -46.8% | +36.8% | -5.4% |
| YTD | +24.5% | -68.9% | +93.4% | +38.1% |
| 1Y | +31.2% | -81.7% | +112.9% | +54.3% |
| 3Y | +322.0% | -92.4% | +414.4% | +418.3% |
| All | +236.4% | -99.2% | +335.6% | +408.1% |
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