+24.4%
TXG vs LH
+127.8%
-103.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.1% |
| 7D | +9.4% | -0.8% | +10.2% | +10.0% |
| 30D | +26.1% | +2.0% | +24.1% | +24.7% |
| 3M | +124.8% | +24.3% | +100.6% | +93.8% |
| 6M | +215.2% | +21.1% | +194.2% | +177.0% |
| YTD | +302.2% | +30.4% | +271.8% | +236.2% |
| 1Y | +370.9% | +18.4% | +352.6% | +319.0% |
| 3Y | +38.5% | +65.5% | -27.0% | +0.6% |
| 5Y | -64.4% | +29.9% | -94.2% | -71.1% |
| All | +24.4% | +127.8% | -103.4% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling