+70.1%
TXN vs LCID
-92.2%
+162.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +2.2% | +1.8% | +0.4% | +2.0% |
| 30D | -9.5% | -34.2% | +24.7% | -6.2% |
| 3M | -10.5% | -9.1% | -1.4% | -11.3% |
| 6M | +35.4% | -52.6% | +88.0% | +43.1% |
| YTD | +51.8% | -56.2% | +107.9% | +60.9% |
| 1Y | +42.9% | -74.9% | +117.8% | +61.4% |
| All | +70.1% | -92.2% | +162.3% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling