+54.0%
LHX vs TXG
+43.8%
+10.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.3% |
| 7D | -4.3% | +9.5% | -13.7% | -4.6% |
| 30D | -15.1% | +18.8% | -33.9% | -15.7% |
| 3M | -21.0% | +136.1% | -157.1% | -24.2% |
| 6M | -32.0% | +235.2% | -267.2% | -36.2% |
| YTD | -15.3% | +320.5% | -335.9% | -21.6% |
| 1Y | -11.1% | +425.2% | -436.2% | -19.0% |
| 3Y | +54.0% | +42.9% | +11.1% | +50.6% |
| All | +54.0% | +43.8% | +10.3% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling