-29.7%
LII vs TXT
-1.0%
-28.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.5% |
| 7D | -0.7% | -4.8% | +4.1% | +3.3% |
| 30D | -12.6% | -10.6% | -2.0% | -4.3% |
| 3M | -24.4% | -13.2% | -11.3% | -15.3% |
| 6M | -28.7% | -20.3% | -8.4% | -15.3% |
| YTD | -19.1% | -9.3% | -9.9% | -12.8% |
| 1Y | -29.7% | -2.7% | -27.0% | -29.5% |
| All | -29.7% | -1.0% | -28.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling