+405.4%
TXG vs LH
+44.2%
+361.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.9% | -0.5% | -0.2% |
| 7D | -19.3% | +2.1% | -21.3% | -20.4% |
| 30D | -30.9% | +19.2% | -50.1% | -40.9% |
| 3M | +41.1% | +18.0% | +23.1% | +22.4% |
| 6M | +211.9% | +46.1% | +165.8% | +120.2% |
| YTD | +314.0% | +47.7% | +266.3% | +186.2% |
| 1Y | +405.4% | +47.2% | +358.2% | +241.8% |
| All | +405.4% | +44.2% | +361.2% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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