-9.3%
LHX vs TXG
+406.9%
-416.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.4% | -9.9% | -6.4% |
| 7D | -0.3% | -19.3% | +18.9% | -0.4% |
| 30D | +9.7% | -30.9% | +40.6% | +9.8% |
| 3M | -8.5% | +41.1% | -49.6% | -9.2% |
| 6M | -15.1% | +211.9% | -227.0% | -19.2% |
| YTD | -10.4% | +314.0% | -324.4% | -16.5% |
| 1Y | -9.3% | +405.4% | -414.7% | -16.8% |
| All | -9.3% | +406.9% | -416.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling