+1,382.1%
LH vs TXT
+2,237.1%
-855.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.5% | -4.8% | +2.3% | -1.5% |
| 30D | +4.3% | -10.6% | +15.0% | +6.8% |
| 3M | +25.5% | -13.2% | +38.7% | +29.0% |
| 6M | +17.0% | -20.3% | +37.3% | +22.3% |
| YTD | +31.3% | -9.3% | +40.5% | +33.3% |
| 1Y | +20.0% | -2.7% | +22.7% | +19.9% |
| 3Y | +63.9% | +1.4% | +62.5% | +60.9% |
| 5Y | +30.9% | +9.6% | +21.3% | +25.0% |
| 10Y | +191.4% | +94.9% | +96.5% | +137.0% |
| All | +1,382.1% | +2,237.1% | -855.1% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling