-92.2%
LCID vs TXT
+4.5%
-96.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -6.6% | -4.8% | -1.8% | -3.6% |
| 30D | -30.1% | -10.6% | -19.5% | -25.1% |
| 3M | -17.6% | -13.2% | -4.4% | -11.2% |
| 6M | -54.4% | -20.3% | -34.1% | -48.0% |
| YTD | -55.7% | -9.3% | -46.5% | -54.1% |
| 1Y | -71.0% | -2.7% | -68.3% | -71.3% |
| All | -92.2% | +4.5% | -96.7% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling