-95.3%
LCID vs TXT
+106.4%
-201.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -34.2% | -11.1% | -23.2% | -29.2% |
| 3M | -9.1% | -13.0% | +3.9% | -1.7% |
| 6M | -52.6% | -16.2% | -36.4% | -47.6% |
| YTD | -56.2% | -8.7% | -47.5% | -54.4% |
| 1Y | -74.9% | -3.8% | -71.1% | -74.7% |
| 3Y | -92.1% | +5.5% | -97.6% | -92.6% |
| 5Y | -97.6% | +12.3% | -109.8% | -97.8% |
| All | -95.3% | +106.4% | -201.7% | -95.8% |
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