+1,587.6%
LH vs TXT
+2,440.9%
-853.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | +18.0% | +13.4% | +4.6% | +14.7% |
| 3M | +15.7% | -2.5% | +18.2% | +16.0% |
| 6M | +46.6% | -6.2% | +52.8% | +48.0% |
| YTD | +49.5% | -1.3% | +50.8% | +48.9% |
| 1Y | +40.2% | +4.3% | +35.9% | +38.0% |
| 3Y | +87.6% | +13.2% | +74.4% | +79.7% |
| 5Y | +59.3% | +12.4% | +46.9% | +51.2% |
| 10Y | +266.1% | +94.8% | +171.3% | +196.7% |
| All | +1,587.6% | +2,440.9% | -853.2% | +435.7% |
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