+419.8%
TXN vs LHX
+227.8%
+192.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +5.0% | +4.2% |
| 7D | +4.0% | -4.3% | +8.2% | +5.4% |
| 30D | -2.9% | -15.1% | +12.3% | +2.2% |
| 3M | -9.1% | -21.0% | +11.9% | -2.9% |
| 6M | +36.6% | -32.0% | +68.6% | +53.6% |
| YTD | +57.5% | -15.3% | +72.8% | +63.2% |
| 1Y | +49.5% | -11.1% | +60.6% | +51.7% |
| 3Y | +76.5% | +54.0% | +22.5% | +43.7% |
| 5Y | +62.4% | +17.1% | +45.3% | +42.9% |
| All | +419.8% | +227.8% | +192.0% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling