+65.4%
LNT vs TXG
+21.5%
+43.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.8% |
| 7D | +1.0% | +9.4% | -8.4% | +0.7% |
| 30D | -1.1% | +26.1% | -27.2% | -2.0% |
| 3M | -3.6% | +124.8% | -128.4% | -6.9% |
| 6M | -2.7% | +215.2% | -217.9% | -7.6% |
| YTD | +8.0% | +302.2% | -294.2% | +1.2% |
| 1Y | +10.5% | +370.9% | -360.5% | +2.3% |
| 3Y | +49.6% | +38.5% | +11.1% | +44.9% |
| 5Y | +32.2% | -64.4% | +96.6% | +32.3% |
| All | +65.4% | +21.5% | +43.9% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling