-48.6%
TXG vs LCID
-95.4%
+46.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | +1.8% | -6.6% | +8.4% | +3.6% |
| 30D | +32.0% | -30.1% | +62.2% | +44.2% |
| 3M | +87.0% | -17.6% | +104.6% | +87.3% |
| 6M | +180.1% | -54.4% | +234.5% | +226.3% |
| YTD | +284.1% | -55.7% | +339.8% | +345.6% |
| 1Y | +361.7% | -71.0% | +432.7% | +493.6% |
| 3Y | +15.9% | -92.6% | +108.6% | +94.7% |
| 5Y | -66.2% | -97.6% | +31.4% | -28.2% |
| All | -48.6% | -95.4% | +46.8% | -13.5% |
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