+39.2%
LVS vs TXT
+163.2%
-124.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -1.3% | -0.8% | -0.4% | -0.9% |
| 30D | +12.2% | +13.4% | -1.2% | +4.4% |
| 3M | -11.3% | -2.5% | -8.7% | -10.7% |
| 6M | -21.6% | -6.2% | -15.4% | -20.3% |
| YTD | -36.6% | -1.3% | -35.3% | -37.9% |
| 1Y | -38.4% | +4.3% | -42.7% | -41.6% |
| 3Y | -10.2% | +13.2% | -23.4% | -20.4% |
| 5Y | +9.4% | +12.4% | -3.0% | -3.5% |
| 10Y | -11.3% | +94.8% | -106.1% | -46.3% |
| All | +39.2% | +163.2% | -124.0% | -41.9% |
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