-80.5%
LCID vs TXT
+1.6%
-82.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -8.9% |
| 7D | -10.2% | +0.1% | -10.3% | -10.0% |
| 30D | -10.2% | +13.3% | -23.5% | -15.0% |
| 3M | -54.1% | -5.0% | -49.2% | -52.5% |
| 6M | -53.8% | -8.4% | -45.3% | -52.5% |
| YTD | -72.0% | -4.0% | -68.1% | -75.3% |
| 1Y | -80.5% | +2.8% | -83.3% | -85.7% |
| All | -80.5% | +1.6% | -82.1% | -85.7% |
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