+45.6%
LTH vs TXT
-2.3%
+47.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -3.1% | -11.1% | +8.0% | -0.1% |
| 3M | +28.1% | -13.0% | +41.1% | +31.7% |
| 6M | +67.4% | -16.2% | +83.6% | +74.9% |
| YTD | +59.8% | -8.7% | +68.5% | +60.0% |
| 1Y | +45.6% | -3.8% | +49.4% | +41.2% |
| All | +45.6% | -2.3% | +47.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling