+96.9%
TJX vs LCID
-97.9%
+194.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.6% | -1.8% |
| 7D | -4.0% | -9.3% | +5.4% | -3.5% |
| 30D | -20.3% | -35.4% | +15.1% | -18.6% |
| 3M | -23.3% | -17.1% | -6.2% | -23.3% |
| 6M | -19.7% | -58.9% | +39.2% | -16.8% |
| YTD | -17.1% | -59.6% | +42.5% | -14.3% |
| 1Y | -8.8% | -78.0% | +69.2% | -2.5% |
| 3Y | +43.4% | -92.7% | +136.1% | +59.5% |
| All | +96.9% | -97.9% | +194.7% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling