+31.6%
LNT vs TXT
+13.4%
+18.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -0.5% | -10.4% | +9.9% | +1.6% |
| 3M | -5.5% | -14.3% | +8.8% | -2.8% |
| 6M | -3.8% | -15.1% | +11.3% | -1.0% |
| YTD | +6.8% | -8.3% | +15.1% | +8.1% |
| 1Y | +9.3% | -0.7% | +10.0% | +8.6% |
| 3Y | +47.9% | +6.0% | +42.0% | +42.3% |
| 5Y | +31.6% | +12.5% | +19.1% | +21.9% |
| All | +31.6% | +13.4% | +18.2% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling