-9.3%
LHX vs TXT
+9.2%
-18.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -5.9% |
| 7D | -0.3% | +10.6% | -11.0% | -4.8% |
| 30D | +9.7% | +14.4% | -4.7% | +3.3% |
| 3M | -8.5% | -2.7% | -5.8% | -7.9% |
| 6M | -15.1% | -4.7% | -10.4% | -14.1% |
| YTD | -10.4% | -0.5% | -9.9% | -13.1% |
| 1Y | -9.3% | +8.7% | -18.0% | -16.5% |
| All | -9.3% | +9.2% | -18.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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