+144.5%
TJX vs LCID
-95.9%
+240.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -4.6% | -9.8% | +5.2% | -4.2% |
| 30D | -17.2% | -35.5% | +18.3% | -15.8% |
| 3M | -24.9% | -18.4% | -6.5% | -24.8% |
| 6M | -19.7% | -60.5% | +40.8% | -17.3% |
| YTD | -17.2% | -60.1% | +42.9% | -15.0% |
| 1Y | -9.4% | -78.8% | +69.4% | -4.7% |
| 3Y | +43.1% | -92.8% | +135.9% | +54.1% |
| 5Y | +96.7% | -97.9% | +194.6% | +121.3% |
| All | +144.5% | -95.9% | +240.4% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling