-92.4%
LCID vs TXT
+7.8%
-100.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.4% | +11.5% |
| 7D | +8.9% | -2.5% | +11.5% | +10.3% |
| 30D | -15.4% | +14.4% | -29.8% | -22.8% |
| 3M | -52.9% | -4.9% | -47.9% | -51.8% |
| 6M | -46.8% | -10.2% | -36.6% | -44.4% |
| YTD | -68.9% | -4.1% | -64.8% | -69.1% |
| 1Y | -81.7% | +4.0% | -85.6% | -82.8% |
| 3Y | -92.4% | +8.0% | -100.3% | -92.8% |
| All | -92.4% | +7.8% | -100.2% | -92.8% |
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 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