-49.1%
TXG vs LCID
-96.4%
+47.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.6% |
| 7D | -8.1% | +8.9% | -17.0% | -10.0% |
| 30D | -17.5% | +6.8% | -24.3% | -19.2% |
| 3M | +6.1% | -45.2% | +51.3% | +23.1% |
| 6M | +202.7% | -39.1% | +241.8% | +224.9% |
| YTD | +280.4% | -65.3% | +345.7% | +367.4% |
| 1Y | +274.0% | -78.4% | +352.4% | +420.0% |
| 3Y | +74.9% | -90.3% | +165.2% | +171.0% |
| 5Y | -63.0% | -99.2% | +36.1% | -6.4% |
| All | -49.1% | -96.4% | +47.3% | -9.3% |
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