+7,679.3%
LHX vs TXT
+2,083.0%
+5,596.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -10.4% | -11.1% | +0.7% | -7.1% |
| 3M | -14.9% | -13.0% | -2.0% | -11.4% |
| 6M | -29.6% | -16.2% | -13.4% | -26.0% |
| YTD | -11.8% | -8.7% | -3.1% | -9.7% |
| 1Y | -5.1% | -3.8% | -1.3% | -4.5% |
| 3Y | +61.3% | +5.5% | +55.8% | +55.9% |
| 5Y | +22.4% | +12.3% | +10.1% | +13.7% |
| 10Y | +232.2% | +97.4% | +134.8% | +145.1% |
| All | +7,679.3% | +2,083.0% | +5,596.4% | +1,956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling