+427.2%
TXG vs LCID
-78.4%
+505.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.0% |
| 7D | +5.0% | -9.1% | +14.1% | +6.7% |
| 30D | +13.5% | -37.6% | +51.1% | +23.4% |
| 3M | +128.0% | -11.1% | +139.1% | +120.6% |
| 6M | +224.4% | -59.2% | +283.6% | +290.7% |
| YTD | +307.0% | -60.5% | +367.4% | +389.5% |
| 1Y | +427.2% | -78.5% | +505.7% | +652.1% |
| All | +427.2% | -78.4% | +505.6% | +652.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling