+419.8%
TXN vs LH
+183.3%
+236.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.2% |
| 7D | +4.0% | -4.7% | +8.7% | +6.1% |
| 30D | -2.9% | -3.5% | +0.6% | -1.5% |
| 3M | -9.1% | +17.7% | -26.8% | -16.0% |
| 6M | +36.6% | +15.8% | +20.9% | +26.6% |
| YTD | +57.5% | +25.1% | +32.4% | +40.5% |
| 1Y | +49.5% | +12.5% | +37.0% | +39.8% |
| 3Y | +76.5% | +59.8% | +16.8% | +39.0% |
| 5Y | +62.4% | +27.1% | +35.3% | +39.3% |
| All | +419.8% | +183.3% | +236.5% | +207.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling