+168.6%
LII vs TXT
+115.3%
+53.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.2% |
| 7D | -1.2% | -3.5% | +2.3% | +0.4% |
| 30D | -2.0% | +15.2% | -17.1% | -8.0% |
| 3M | -20.2% | -4.5% | -15.8% | -18.9% |
| 6M | -32.5% | -6.1% | -26.4% | -30.7% |
| YTD | -27.4% | -2.0% | -25.4% | -26.6% |
| 1Y | -28.2% | +4.2% | -32.4% | -29.2% |
| 3Y | -7.2% | +14.4% | -21.6% | -12.9% |
| 5Y | +19.9% | +12.3% | +7.6% | +12.3% |
| 10Y | +168.6% | +101.8% | +66.8% | +101.0% |
| All | +168.6% | +115.3% | +53.3% | +101.0% |
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