-40.1%
LEN vs TXT
-3.0%
-37.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | -3.4% | +0.8% | -4.2% | -3.8% |
| 30D | -5.7% | -10.4% | +4.8% | -0.4% |
| 3M | -12.2% | -14.3% | +2.1% | -5.8% |
| 6M | -18.3% | -15.1% | -3.2% | -12.1% |
| YTD | -20.2% | -8.3% | -11.9% | -18.3% |
| 1Y | -40.1% | -0.7% | -39.4% | -43.1% |
| All | -40.1% | -3.0% | -37.1% | -43.1% |
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 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