-26.2%
LII vs TXT
+9.2%
-35.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.5% |
| 7D | +7.9% | +10.6% | -2.7% | +0.1% |
| 30D | -0.6% | +14.4% | -15.0% | -10.3% |
| 3M | -19.3% | -2.7% | -16.6% | -17.2% |
| 6M | -29.8% | -4.7% | -25.2% | -26.7% |
| YTD | -25.4% | -0.5% | -24.9% | -24.8% |
| 1Y | -26.2% | +8.7% | -34.9% | -33.3% |
| All | -26.2% | +9.2% | -35.4% | -33.3% |
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