-9.7%
LII vs TXT
+15.4%
-25.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.4% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | -2.4% | +17.1% | -19.5% | -11.7% |
| 3M | -17.5% | -2.6% | -14.8% | -16.4% |
| 6M | -32.8% | -4.6% | -28.3% | -30.9% |
| YTD | -27.7% | -0.3% | -27.4% | -27.4% |
| 1Y | -28.1% | +5.9% | -34.0% | -30.2% |
| 3Y | -9.7% | +14.4% | -24.0% | -15.9% |
| All | -9.7% | +15.4% | -25.1% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling