-38.2%
LEN vs TXT
-1.0%
-37.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -3.2% | -4.8% | +1.6% | -0.8% |
| 30D | -4.9% | -10.6% | +5.7% | +0.6% |
| 3M | -8.5% | -13.2% | +4.7% | -2.5% |
| 6M | -20.7% | -20.3% | -0.3% | -11.7% |
| YTD | -17.4% | -9.3% | -8.2% | -15.0% |
| 1Y | -38.2% | -2.7% | -35.6% | -40.4% |
| All | -38.2% | -1.0% | -37.2% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling