+521.0%
LITE vs TXN
+44.3%
+476.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +2.8% |
| 7D | -1.5% | -0.1% | -1.5% | -1.4% |
| 30D | +6.7% | -6.9% | +13.6% | +12.4% |
| 3M | -6.8% | -14.9% | +8.2% | +4.3% |
| 6M | +29.4% | +29.0% | +0.4% | +14.5% |
| YTD | +139.1% | +51.5% | +87.6% | +86.1% |
| 1Y | +521.0% | +41.6% | +479.4% | +333.3% |
| All | +521.0% | +44.3% | +476.7% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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