-29.5%
LII vs TXT
+4.1%
-33.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.6% |
| 7D | -0.6% | -2.5% | +1.9% | +1.2% |
| 30D | -4.6% | +14.4% | -19.0% | -14.1% |
| 3M | -21.2% | -4.9% | -16.3% | -17.9% |
| 6M | -36.4% | -10.2% | -26.2% | -30.7% |
| YTD | -28.9% | -4.1% | -24.8% | -26.5% |
| 1Y | -29.5% | +4.0% | -33.5% | -33.8% |
| All | -29.5% | +4.1% | -33.7% | -33.8% |
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