-28.1%
LEN vs TXT
+5.9%
-34.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -6.2% |
| 7D | +0.7% | -1.1% | +1.7% | +1.1% |
| 30D | +13.0% | +17.1% | -4.1% | +4.1% |
| 3M | +1.9% | -2.6% | +4.5% | +3.3% |
| 6M | -0.7% | -4.6% | +3.8% | +0.7% |
| YTD | -13.8% | -0.3% | -13.5% | -18.0% |
| 1Y | -28.1% | +5.9% | -34.0% | -38.9% |
| All | -28.1% | +5.9% | -34.0% | -38.9% |
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 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