+20,705.6%
LLY vs TXT
+2,193.3%
+18,512.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -4.5% | -2.5% | -2.0% | -4.0% |
| 30D | +13.9% | +14.4% | -0.5% | +10.9% |
| 3M | +13.8% | -4.9% | +18.7% | +14.7% |
| 6M | +37.6% | -10.2% | +47.8% | +40.0% |
| YTD | +26.6% | -4.1% | +30.7% | +26.9% |
| 1Y | +45.3% | +4.0% | +41.4% | +43.4% |
| 3Y | +132.2% | +8.0% | +124.3% | +125.3% |
| 5Y | +434.7% | +8.4% | +426.2% | +411.5% |
| 10Y | +2,084.3% | +116.6% | +1,967.7% | +1,622.3% |
| All | +20,705.6% | +2,193.3% | +18,512.3% | +7,727.3% |
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 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