-96.4%
LCID vs TXT
+121.7%
-218.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +8.1% |
| 7D | +20.0% | -3.5% | +23.5% | +22.6% |
| 30D | -5.0% | +15.2% | -20.2% | -14.1% |
| 3M | -48.9% | -4.5% | -44.4% | -47.9% |
| 6M | -43.2% | -6.1% | -37.1% | -42.3% |
| YTD | -65.9% | -2.0% | -64.0% | -66.5% |
| 1Y | -79.2% | +4.2% | -83.4% | -80.3% |
| 3Y | -90.4% | +14.4% | -104.8% | -91.6% |
| 5Y | -99.2% | +12.3% | -111.5% | -99.3% |
| All | -96.4% | +121.7% | -218.0% | -96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling