-79.4%
LCID vs TXT
+9.2%
-88.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.3% | +12.8% | +12.0% |
| 7D | -1.2% | +10.6% | -11.8% | -5.1% |
| 30D | -19.2% | +14.4% | -33.6% | -23.7% |
| 3M | -56.7% | -2.7% | -53.9% | -55.5% |
| 6M | -49.6% | -4.7% | -45.0% | -49.3% |
| YTD | -68.1% | -0.5% | -67.6% | -72.1% |
| 1Y | -79.4% | +8.7% | -88.1% | -86.3% |
| All | -79.4% | +9.2% | -88.6% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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