-97.0%
LCID vs TXT
+117.1%
-214.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -8.7% |
| 7D | -10.2% | +0.1% | -10.3% | -10.0% |
| 30D | -10.2% | +13.3% | -23.5% | -17.7% |
| 3M | -54.1% | -5.0% | -49.2% | -53.1% |
| 6M | -53.8% | -8.4% | -45.3% | -52.2% |
| YTD | -72.0% | -4.0% | -68.1% | -72.1% |
| 1Y | -80.5% | +2.8% | -83.3% | -81.4% |
| 3Y | -92.6% | +10.3% | -102.8% | -93.3% |
| 5Y | -99.3% | +9.2% | -108.5% | -99.4% |
| All | -97.0% | +117.1% | -214.1% | -97.4% |
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