+234.1%
LTH vs TXT
+11.3%
+222.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.4% |
| 7D | -4.6% | -1.1% | -3.5% | -4.2% |
| 30D | +14.8% | +13.3% | +1.6% | +8.9% |
| 3M | +3.9% | -5.1% | +9.1% | +5.7% |
| 6M | +35.5% | -7.1% | +42.6% | +37.8% |
| YTD | +71.3% | -3.2% | +74.5% | +70.1% |
| 1Y | +75.7% | +2.3% | +73.4% | +69.6% |
| All | +234.1% | +11.3% | +222.8% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling