+171.3%
LII vs TXT
+97.6%
+73.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -4.8% | +4.1% | +1.4% |
| 30D | -12.6% | -10.6% | -2.0% | -8.2% |
| 3M | -24.4% | -13.2% | -11.3% | -19.4% |
| 6M | -28.7% | -20.3% | -8.4% | -21.0% |
| YTD | -19.1% | -9.3% | -9.9% | -15.2% |
| 1Y | -29.7% | -2.7% | -27.0% | -28.4% |
| 3Y | +4.8% | +1.4% | +3.4% | +3.9% |
| 5Y | +24.6% | +9.6% | +15.0% | +18.8% |
| All | +171.3% | +97.6% | +73.7% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling