-64.4%
TXG vs LCID
-97.6%
+33.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | +9.4% | +1.8% | +7.6% | +8.7% |
| 30D | +26.1% | -34.2% | +60.3% | +42.2% |
| 3M | +124.8% | -9.1% | +133.9% | +117.3% |
| 6M | +215.2% | -52.6% | +267.8% | +271.2% |
| YTD | +302.2% | -56.2% | +358.4% | +378.6% |
| 1Y | +370.9% | -74.9% | +445.8% | +562.9% |
| 3Y | +38.5% | -92.1% | +130.6% | +150.9% |
| All | -64.4% | -97.6% | +33.2% | -8.1% |
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 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