+143.5%
LTH vs TXT
+9.9%
+133.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -0.6% | -4.8% | +4.1% | +2.3% |
| 30D | -4.6% | -10.6% | +6.0% | +1.8% |
| 3M | +32.8% | -13.2% | +46.0% | +42.6% |
| 6M | +64.6% | -20.3% | +85.0% | +85.9% |
| YTD | +62.6% | -9.3% | +71.9% | +68.0% |
| 1Y | +49.9% | -2.7% | +52.6% | +47.4% |
| 3Y | +151.3% | +1.4% | +150.0% | +130.6% |
| All | +143.5% | +9.9% | +133.7% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling