+5.7%
LVS vs TXT
+13.4%
-7.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | -15.6% | -14.3% | -1.2% | -9.3% |
| 6M | -18.6% | -15.1% | -3.5% | -12.7% |
| YTD | -32.3% | -8.3% | -24.0% | -31.0% |
| 1Y | -18.0% | -0.7% | -17.3% | -20.8% |
| 3Y | -5.8% | +6.0% | -11.8% | -17.0% |
| 5Y | +5.7% | +12.5% | -6.8% | -12.3% |
| All | +5.7% | +13.4% | -7.7% | -12.3% |
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 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