+2,502.5%
LITE vs TXN
+391.5%
+2,111.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.9% | +10.9% |
| 7D | +12.6% | +2.2% | +10.4% | +10.7% |
| 30D | +9.9% | -9.5% | +19.4% | +19.7% |
| 3M | +9.3% | -10.5% | +19.8% | +20.5% |
| 6M | +75.2% | +35.4% | +39.9% | +35.0% |
| YTD | +165.5% | +51.8% | +113.7% | +84.5% |
| 1Y | +555.0% | +42.9% | +512.0% | +375.4% |
| 3Y | +1,870.5% | +71.3% | +1,799.1% | +1,099.7% |
| 5Y | +1,009.8% | +58.0% | +951.8% | +608.8% |
| 10Y | +2,502.5% | +393.3% | +2,109.2% | +409.1% |
| All | +2,502.5% | +391.5% | +2,111.0% | +409.1% |
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