+27.6%
LII vs TXT
+10.4%
+17.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | -0.7% | -4.8% | +4.1% | +2.4% |
| 30D | -12.6% | -10.6% | -2.0% | -6.3% |
| 3M | -24.4% | -13.2% | -11.3% | -17.3% |
| 6M | -28.7% | -20.3% | -8.4% | -17.8% |
| YTD | -19.1% | -9.3% | -9.9% | -13.8% |
| 1Y | -29.7% | -2.7% | -27.0% | -28.1% |
| 3Y | +4.8% | +1.4% | +3.4% | +1.9% |
| All | +27.6% | +10.4% | +17.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling