+60.2%
TXG vs LH
+86.5%
-26.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -1.8% | +1.1% | -2.9% | -2.8% |
| 30D | -20.4% | +16.7% | -37.1% | -31.1% |
| 3M | +0.1% | +15.1% | -15.0% | -12.2% |
| 6M | +176.2% | +46.3% | +129.8% | +90.6% |
| YTD | +256.8% | +48.8% | +208.0% | +142.1% |
| 1Y | +255.9% | +39.7% | +216.2% | +157.1% |
| 3Y | +60.2% | +87.0% | -26.8% | -19.1% |
| All | +60.2% | +86.5% | -26.3% | -19.1% |
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