-64.0%
TXG vs LH
+23.7%
-87.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | +3.4% |
| 7D | +5.0% | -7.4% | +12.4% | +13.8% |
| 30D | +13.5% | -4.6% | +18.1% | +19.5% |
| 3M | +128.0% | +14.5% | +113.5% | +96.0% |
| 6M | +224.4% | +14.8% | +209.6% | +178.3% |
| YTD | +307.0% | +23.3% | +283.7% | +222.0% |
| 1Y | +427.2% | +13.6% | +413.6% | +351.8% |
| 3Y | +40.2% | +56.3% | -16.2% | -17.2% |
| 5Y | -64.0% | +25.2% | -89.2% | -74.3% |
| All | -64.0% | +23.7% | -87.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling