+46.1%
LNG vs TXT
+1.6%
+44.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | +10.6% | +13.3% | -2.7% | +10.9% |
| 3M | +16.1% | -5.0% | +21.1% | +14.7% |
| 6M | +29.6% | -8.4% | +38.0% | +27.8% |
| YTD | +60.3% | -4.0% | +64.3% | +63.5% |
| 1Y | +46.1% | +2.8% | +43.3% | +53.9% |
| All | +46.1% | +1.6% | +44.5% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling