+137.8%
LLY vs TXT
+11.3%
+126.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | +4.6% | -1.1% | +5.7% | +4.9% |
| 30D | +22.4% | +13.3% | +9.1% | +18.4% |
| 3M | +17.1% | -5.1% | +22.3% | +18.4% |
| 6M | +44.6% | -7.1% | +51.8% | +46.3% |
| YTD | +33.5% | -3.2% | +36.7% | +33.0% |
| 1Y | +41.1% | +2.3% | +38.8% | +38.5% |
| All | +137.8% | +11.3% | +126.5% | +128.4% |
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