+56.4%
TXN vs LH
+23.7%
+32.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.6% |
| 7D | +2.0% | -7.4% | +9.4% | +5.0% |
| 30D | -8.0% | -4.6% | -3.4% | -6.4% |
| 3M | -7.8% | +14.5% | -22.3% | -13.2% |
| 6M | +32.4% | +14.8% | +17.6% | +24.0% |
| YTD | +51.7% | +23.3% | +28.4% | +37.1% |
| 1Y | +44.3% | +13.6% | +30.7% | +35.1% |
| 3Y | +71.3% | +56.3% | +14.9% | +38.0% |
| 5Y | +56.4% | +25.2% | +31.2% | +33.4% |
| All | +56.4% | +23.7% | +32.7% | +33.4% |
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