+168.9%
LII vs TXT
+98.8%
+70.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -1.7% | +13.4% | -15.1% | -7.1% |
| 3M | -18.3% | -2.5% | -15.7% | -17.6% |
| 6M | -32.3% | -6.2% | -26.1% | -30.4% |
| YTD | -27.1% | -1.3% | -25.8% | -26.6% |
| 1Y | -27.2% | +4.3% | -31.5% | -28.3% |
| 3Y | -8.9% | +13.2% | -22.2% | -14.2% |
| 5Y | +19.7% | +12.4% | +7.3% | +11.9% |
| 10Y | +168.9% | +94.8% | +74.1% | +98.7% |
| All | +168.9% | +98.8% | +70.1% | +98.7% |
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