+11,511.2%
LMT vs TXT
+2,083.0%
+9,428.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -8.2% | -11.1% | +2.8% | -5.6% |
| 3M | +3.7% | -13.0% | +16.7% | +7.2% |
| 6M | -19.2% | -16.2% | -3.0% | -15.9% |
| YTD | +12.9% | -8.7% | +21.6% | +15.0% |
| 1Y | +19.8% | -3.8% | +23.6% | +20.4% |
| 3Y | +37.3% | +5.5% | +31.8% | +33.3% |
| 5Y | +74.4% | +12.3% | +62.1% | +64.2% |
| 10Y | +188.9% | +97.4% | +91.5% | +128.4% |
| All | +11,511.2% | +2,083.0% | +9,428.3% | +4,485.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling