+1,533.3%
LITE vs TXN
+471.9%
+1,061.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.1% | +5.3% |
| 7D | -12.9% | -2.1% | -10.8% | -10.4% |
| 30D | -46.0% | +4.7% | -50.7% | -47.0% |
| 3M | -33.0% | +3.9% | -36.9% | -33.5% |
| 6M | -34.0% | +3.8% | -37.8% | -34.4% |
| YTD | +61.7% | +74.2% | -12.4% | +2.6% |
| 1Y | +148.3% | +88.2% | +60.1% | +47.9% |
| 3Y | +1,408.5% | +124.0% | +1,284.5% | +653.5% |
| 5Y | +546.2% | +78.4% | +467.8% | +283.8% |
| 10Y | +1,533.3% | +455.6% | +1,077.7% | +203.0% |
| All | +1,533.3% | +471.9% | +1,061.4% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling