+25.9%
LMT vs TXG
+406.9%
-381.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.4% | -10.3% | -6.7% |
| 7D | -5.5% | -19.3% | +13.7% | -6.2% |
| 30D | +17.5% | -30.9% | +48.4% | +16.3% |
| 3M | +1.6% | +41.1% | -39.5% | +3.1% |
| 6M | +16.3% | +211.9% | -195.6% | +21.2% |
| YTD | +25.3% | +314.0% | -288.7% | +34.0% |
| 1Y | +25.9% | +405.4% | -379.5% | +38.4% |
| All | +25.9% | +406.9% | -381.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling