+486.8%
TSM vs LCID
-95.4%
+582.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.7% |
| 7D | +2.7% | -6.6% | +9.3% | +3.4% |
| 30D | +3.6% | -30.1% | +33.8% | +7.2% |
| 3M | -3.4% | -17.6% | +14.2% | -3.0% |
| 6M | +20.6% | -54.4% | +75.0% | +27.8% |
| YTD | +41.9% | -55.7% | +97.6% | +50.0% |
| 1Y | +84.4% | -71.0% | +155.4% | +102.2% |
| 3Y | +380.2% | -92.6% | +472.9% | +470.9% |
| 5Y | +275.3% | -97.6% | +372.9% | +372.5% |
| All | +486.8% | -95.4% | +582.3% | +622.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling