+2,790.8%
LII vs TXT
+161.7%
+2,629.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -0.6% | -2.5% | +1.9% | +0.3% |
| 30D | -4.6% | +14.4% | -19.0% | -9.2% |
| 3M | -21.2% | -4.9% | -16.3% | -20.0% |
| 6M | -36.4% | -10.2% | -26.2% | -33.9% |
| YTD | -28.9% | -4.1% | -24.8% | -27.7% |
| 1Y | -29.5% | +4.0% | -33.5% | -30.3% |
| 3Y | -8.6% | +8.0% | -16.5% | -11.3% |
| 5Y | +20.2% | +8.4% | +11.8% | +15.9% |
| 10Y | +166.2% | +116.6% | +49.6% | +89.0% |
| All | +2,790.8% | +161.7% | +2,629.1% | +1,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling