+37.3%
LMT vs TXT
+5.7%
+31.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.3% |
| 3M | +3.7% | -13.0% | +16.7% | +7.6% |
| 6M | -19.2% | -16.2% | -3.0% | -15.5% |
| YTD | +12.9% | -8.7% | +21.6% | +15.4% |
| 1Y | +19.8% | -3.8% | +23.6% | +20.9% |
| 3Y | +37.3% | +5.5% | +31.8% | +28.9% |
| All | +37.3% | +5.7% | +31.6% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling