-74.9%
LCID vs TXT
-2.3%
-72.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -29.8% |
| 3M | -9.1% | -13.0% | +3.9% | -4.0% |
| 6M | -52.6% | -16.2% | -36.4% | -48.5% |
| YTD | -56.2% | -8.7% | -47.5% | -57.5% |
| 1Y | -74.9% | -3.8% | -71.1% | -75.5% |
| All | -74.9% | -2.3% | -72.6% | -75.5% |
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