+150.1%
TJX vs LCID
-95.5%
+245.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.4% |
| 7D | -3.3% | +1.8% | -5.0% | -3.3% |
| 30D | -19.9% | -34.2% | +14.4% | -18.6% |
| 3M | -19.0% | -9.1% | -9.9% | -19.3% |
| 6M | -18.6% | -52.6% | +34.0% | -16.8% |
| YTD | -15.3% | -56.2% | +40.9% | -13.4% |
| 1Y | -7.3% | -74.9% | +67.5% | -3.2% |
| 3Y | +46.6% | -92.1% | +138.6% | +57.4% |
| 5Y | +98.5% | -97.6% | +196.0% | +122.5% |
| All | +150.1% | -95.5% | +245.6% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling