+120.3%
TXN vs LCID
-95.9%
+216.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | +2.0% | -9.1% | +11.1% | +2.7% |
| 30D | -8.0% | -37.6% | +29.6% | -4.5% |
| 3M | -7.8% | -11.1% | +3.3% | -8.3% |
| 6M | +32.4% | -59.2% | +91.6% | +40.1% |
| YTD | +51.7% | -60.5% | +112.1% | +60.2% |
| 1Y | +44.3% | -78.5% | +122.8% | +60.6% |
| 3Y | +71.3% | -92.8% | +164.1% | +100.0% |
| 5Y | +56.4% | -97.9% | +154.3% | +92.9% |
| All | +120.3% | -95.9% | +216.3% | +180.4% |
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