+185.8%
LMT vs TXT
+107.7%
+78.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.9% |
| 7D | -0.2% | +2.5% | -2.7% | -1.0% |
| 30D | -13.1% | -8.9% | -4.2% | -10.3% |
| 3M | -3.9% | -13.6% | +9.7% | +0.8% |
| 6M | -18.3% | -13.1% | -5.2% | -14.7% |
| YTD | +10.3% | -7.0% | +17.4% | +12.4% |
| 1Y | +14.2% | -1.4% | +15.6% | +13.9% |
| 3Y | +35.0% | +7.0% | +28.0% | +28.1% |
| 5Y | +73.2% | +15.4% | +57.8% | +55.6% |
| All | +185.8% | +107.7% | +78.1% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling