+159.7%
TXN vs LCID
-97.1%
+256.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.2% | +6.4% | -2.1% |
| 7D | +9.5% | -10.2% | +19.6% | +10.3% |
| 30D | +8.7% | -10.2% | +18.9% | +9.3% |
| 3M | +11.6% | -54.1% | +65.7% | +18.2% |
| 6M | +0.1% | -53.8% | +53.9% | +4.5% |
| YTD | +78.8% | -72.0% | +150.9% | +93.4% |
| 1Y | +91.2% | -80.5% | +171.7% | +113.5% |
| 3Y | +125.8% | -92.6% | +218.4% | +162.7% |
| 5Y | +83.8% | -99.3% | +183.1% | +138.2% |
| All | +159.7% | -97.1% | +256.8% | +238.6% |
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