+2,006.3%
LLY vs TXT
+115.3%
+1,891.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.0% | +3.8% |
| 7D | +0.1% | -3.5% | +3.6% | +0.8% |
| 30D | +19.7% | +15.2% | +4.6% | +16.2% |
| 3M | +19.3% | -4.5% | +23.7% | +20.2% |
| 6M | +49.3% | -6.1% | +55.4% | +50.6% |
| YTD | +32.0% | -2.0% | +34.0% | +31.7% |
| 1Y | +53.7% | +4.2% | +49.5% | +51.4% |
| 3Y | +143.7% | +14.4% | +129.4% | +132.8% |
| 5Y | +463.9% | +12.3% | +451.6% | +432.3% |
| 10Y | +2,006.3% | +101.8% | +1,904.5% | +1,700.3% |
| All | +2,006.3% | +115.3% | +1,891.0% | +1,700.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling