+29.9%
LH vs TXT
+12.6%
+17.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +2.0% | -11.1% | +13.1% | +5.2% |
| 3M | +24.3% | -13.0% | +37.2% | +28.6% |
| 6M | +21.1% | -16.2% | +37.3% | +26.4% |
| YTD | +30.4% | -8.7% | +39.2% | +32.6% |
| 1Y | +18.4% | -3.8% | +22.2% | +18.3% |
| 3Y | +65.5% | +5.5% | +60.0% | +57.4% |
| 5Y | +29.9% | +12.3% | +17.6% | +16.3% |
| All | +29.9% | +12.6% | +17.3% | +16.3% |
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