+55.8%
LHX vs TXT
+4.6%
+51.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -12.7% | -10.2% | -2.5% | -9.2% |
| 3M | -17.6% | -13.3% | -4.4% | -13.4% |
| 6M | -30.7% | -14.4% | -16.4% | -27.0% |
| YTD | -14.3% | -9.1% | -5.2% | -11.8% |
| 1Y | -8.4% | -2.2% | -6.2% | -8.0% |
| All | +55.8% | +4.6% | +51.2% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling