+75.7%
LTH vs TXT
+2.5%
+73.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.7% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | +14.8% | +13.3% | +1.6% | +10.9% |
| 3M | +3.9% | -5.1% | +9.1% | +4.6% |
| 6M | +35.5% | -7.1% | +42.6% | +35.8% |
| YTD | +71.3% | -3.2% | +74.5% | +66.8% |
| 1Y | +75.7% | +2.3% | +73.4% | +63.1% |
| All | +75.7% | +2.5% | +73.2% | +63.1% |
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