+108.3%
TJX vs LCID
-99.3%
+207.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | -0.7% |
| 7D | -0.3% | -10.2% | +9.8% | +0.1% |
| 30D | -5.6% | -10.2% | +4.6% | -5.3% |
| 3M | -12.3% | -54.1% | +41.8% | -9.1% |
| 6M | -7.7% | -53.8% | +46.1% | -5.2% |
| YTD | -11.4% | -72.0% | +60.6% | -6.8% |
| 1Y | -7.0% | -80.5% | +73.5% | -0.2% |
| 3Y | +53.3% | -92.6% | +145.8% | +68.5% |
| All | +108.3% | -99.3% | +207.7% | +164.5% |
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