-43.7%
TXG vs LCID
-95.9%
+52.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.4% | +3.1% |
| 7D | +9.5% | -9.8% | +19.3% | +12.3% |
| 30D | +18.8% | -35.5% | +54.2% | +32.6% |
| 3M | +136.1% | -18.4% | +154.5% | +136.6% |
| 6M | +235.2% | -60.5% | +295.7% | +305.2% |
| YTD | +320.5% | -60.1% | +380.6% | +400.3% |
| 1Y | +425.2% | -78.8% | +504.0% | +635.7% |
| 3Y | +42.9% | -92.8% | +135.7% | +140.5% |
| 5Y | -62.8% | -97.9% | +35.1% | -18.9% |
| All | -43.7% | -95.9% | +52.2% | -2.9% |
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