+3,435.0%
LNT vs TXT
+2,283.3%
+1,151.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +1.6% | -1.1% | +2.6% | +1.7% |
| 30D | +12.1% | +17.1% | -5.0% | +8.9% |
| 3M | +8.2% | -2.6% | +10.8% | +8.5% |
| 6M | +3.6% | -4.6% | +8.2% | +4.1% |
| YTD | +16.2% | -0.3% | +16.5% | +15.6% |
| 1Y | +12.8% | +5.9% | +6.9% | +11.0% |
| 3Y | +66.5% | +14.4% | +52.1% | +60.0% |
| 5Y | +53.8% | +15.9% | +37.9% | +45.9% |
| 10Y | +182.5% | +99.6% | +82.9% | +131.4% |
| All | +3,435.0% | +2,283.3% | +1,151.7% | +1,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling