+73.0%
LMT vs TXG
-62.8%
+135.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.1% |
| 7D | -0.2% | +9.5% | -9.7% | -0.2% |
| 30D | -13.1% | +18.8% | -31.8% | -13.0% |
| 3M | -3.9% | +136.1% | -140.0% | -3.8% |
| 6M | -18.3% | +235.2% | -253.5% | -18.3% |
| YTD | +10.3% | +320.5% | -310.2% | +10.3% |
| 1Y | +14.2% | +425.2% | -411.0% | +14.0% |
| 3Y | +35.0% | +42.9% | -7.9% | +35.6% |
| All | +73.0% | -62.8% | +135.8% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling