-20.0%
LVS vs TXT
0.0%
-20.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.4% |
| 7D | -3.5% | +2.5% | -5.9% | -3.6% |
| 30D | -6.2% | -8.9% | +2.6% | -5.8% |
| 3M | -14.8% | -13.6% | -1.3% | -14.2% |
| 6M | -20.9% | -13.1% | -7.8% | -20.5% |
| YTD | -33.0% | -7.0% | -26.0% | -32.1% |
| 1Y | -20.0% | -1.4% | -18.6% | -19.2% |
| All | -20.0% | 0.0% | -20.0% | -19.2% |
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