+87.2%
LH vs TXT
+14.6%
+72.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.7% |
| 7D | +4.8% | -1.1% | +5.9% | +5.0% |
| 30D | +18.8% | +17.1% | +1.7% | +14.1% |
| 3M | +15.7% | -2.6% | +18.3% | +16.1% |
| 6M | +46.7% | -4.6% | +51.2% | +47.5% |
| YTD | +48.9% | -0.3% | +49.3% | +47.4% |
| 1Y | +43.5% | +5.9% | +37.6% | +39.7% |
| All | +87.2% | +14.6% | +72.7% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling