-95.3%
LCID vs TXT
+105.2%
-200.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.0% |
| 3M | -17.6% | -13.2% | -4.4% | -10.8% |
| 6M | -54.4% | -20.3% | -34.1% | -47.9% |
| YTD | -55.7% | -9.3% | -46.5% | -53.7% |
| 1Y | -71.0% | -2.7% | -68.3% | -71.0% |
| 3Y | -92.6% | +1.4% | -94.0% | -92.9% |
| 5Y | -97.6% | +9.6% | -107.2% | -97.8% |
| All | -95.3% | +105.2% | -200.4% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling