+191.9%
LH vs TXT
+100.3%
+91.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +0.1% | -10.4% | +10.6% | +3.7% |
| 3M | +18.6% | -14.3% | +33.0% | +24.3% |
| 6M | +17.9% | -15.1% | +33.0% | +23.7% |
| YTD | +28.9% | -8.3% | +37.3% | +31.4% |
| 1Y | +16.6% | -0.7% | +17.3% | +15.4% |
| 3Y | +63.6% | +6.0% | +57.6% | +55.2% |
| 5Y | +30.0% | +12.5% | +17.5% | +18.0% |
| 10Y | +191.9% | +103.2% | +88.7% | +96.1% |
| All | +191.9% | +100.3% | +91.6% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling