+38.3%
TXG vs LH
+56.3%
-18.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | +2.9% |
| 7D | +5.0% | -7.4% | +12.4% | +12.9% |
| 30D | +13.5% | -4.6% | +18.1% | +18.9% |
| 3M | +128.0% | +14.5% | +113.5% | +99.6% |
| 6M | +224.4% | +14.8% | +209.6% | +183.5% |
| YTD | +307.0% | +23.3% | +283.7% | +231.0% |
| 1Y | +427.2% | +13.6% | +413.6% | +359.9% |
| All | +38.3% | +56.3% | -18.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling