+58.7%
LH vs TXT
+15.8%
+42.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.7% |
| 7D | +4.8% | -1.1% | +5.9% | +5.1% |
| 30D | +18.8% | +17.1% | +1.7% | +13.5% |
| 3M | +15.7% | -2.6% | +18.3% | +16.2% |
| 6M | +46.7% | -4.6% | +51.2% | +47.7% |
| YTD | +48.9% | -0.3% | +49.3% | +47.4% |
| 1Y | +43.5% | +5.9% | +37.6% | +39.5% |
| 3Y | +86.9% | +14.4% | +72.5% | +73.2% |
| All | +58.7% | +15.8% | +42.9% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling