-2.2%
LVS vs TXT
+104.8%
-107.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | -4.7% | -10.4% | +5.8% | +1.0% |
| 3M | -15.6% | -14.3% | -1.2% | -9.1% |
| 6M | -18.6% | -15.1% | -3.5% | -12.5% |
| YTD | -32.3% | -8.3% | -24.0% | -30.7% |
| 1Y | -18.0% | -0.7% | -17.3% | -20.2% |
| 3Y | -5.8% | +6.0% | -11.8% | -14.1% |
| 5Y | +5.7% | +12.5% | -6.8% | -7.8% |
| All | -2.2% | +104.8% | -107.0% | -34.3% |
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