+34.3%
LHX vs TXG
+27.0%
+7.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.3% |
| 7D | -4.3% | +9.5% | -13.7% | -4.7% |
| 30D | -15.1% | +18.8% | -33.9% | -16.0% |
| 3M | -21.0% | +136.1% | -157.1% | -24.9% |
| 6M | -32.0% | +235.2% | -267.2% | -36.9% |
| YTD | -15.3% | +320.5% | -335.9% | -22.6% |
| 1Y | -11.1% | +425.2% | -436.2% | -20.1% |
| 3Y | +54.0% | +42.9% | +11.1% | +45.5% |
| 5Y | +17.1% | -62.8% | +79.9% | +20.0% |
| All | +34.3% | +27.0% | +7.2% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling