-9.9%
LVS vs TXT
+13.4%
-23.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -1.3% | -0.8% | -0.4% | -1.0% |
| 30D | +12.2% | +13.4% | -1.2% | +7.4% |
| 3M | -11.3% | -2.5% | -8.7% | -10.7% |
| 6M | -21.6% | -6.2% | -15.4% | -20.6% |
| YTD | -36.6% | -1.3% | -35.3% | -37.6% |
| 1Y | -38.4% | +4.3% | -42.7% | -41.0% |
| All | -9.9% | +13.4% | -23.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling