+62.1%
LNT vs TXG
+27.0%
+35.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.1% |
| 7D | -1.0% | +9.5% | -10.5% | -1.4% |
| 30D | -4.2% | +18.8% | -23.0% | -4.9% |
| 3M | -6.7% | +136.1% | -142.8% | -10.1% |
| 6M | -3.6% | +235.2% | -238.8% | -8.7% |
| YTD | +5.9% | +320.5% | -314.7% | -1.0% |
| 1Y | +7.3% | +425.2% | -417.9% | -1.1% |
| 3Y | +46.5% | +42.9% | +3.6% | +41.8% |
| 5Y | +32.5% | -62.8% | +95.3% | +32.3% |
| All | +62.1% | +27.0% | +35.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling