-9.4%
TJX vs LCID
-78.4%
+68.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -4.6% | -9.8% | +5.2% | -4.5% |
| 30D | -17.2% | -35.5% | +18.3% | -16.9% |
| 3M | -24.9% | -18.4% | -6.5% | -24.8% |
| 6M | -19.7% | -60.5% | +40.8% | -18.1% |
| YTD | -17.2% | -60.1% | +42.9% | -15.6% |
| 1Y | -9.4% | -78.8% | +69.4% | -5.4% |
| All | -9.4% | -78.4% | +68.9% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling