+52.3%
LVS vs TXT
+142.1%
-89.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.5% | -4.8% | +3.3% | +1.1% |
| 30D | -3.2% | -10.6% | +7.4% | +2.6% |
| 3M | -12.0% | -13.2% | +1.2% | -5.9% |
| 6M | -19.9% | -20.3% | +0.4% | -10.8% |
| YTD | -30.6% | -9.3% | -21.4% | -28.6% |
| 1Y | -17.7% | -2.7% | -15.1% | -18.9% |
| 3Y | -14.2% | +1.4% | -15.6% | -19.0% |
| 5Y | +9.6% | +9.6% | +0.1% | -1.5% |
| 10Y | +5.7% | +94.9% | -89.2% | -35.9% |
| All | +52.3% | +142.1% | -89.9% | -33.1% |
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