+901.5%
LITE vs TXN
+57.3%
+844.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +2.6% |
| 7D | -1.5% | -0.1% | -1.5% | -1.4% |
| 30D | +6.7% | -6.9% | +13.6% | +13.4% |
| 3M | -6.8% | -14.9% | +8.2% | +6.5% |
| 6M | +29.4% | +29.0% | +0.4% | +5.4% |
| YTD | +139.1% | +51.5% | +87.6% | +69.2% |
| 1Y | +521.0% | +41.6% | +479.4% | +361.1% |
| 3Y | +1,535.3% | +65.8% | +1,469.5% | +931.1% |
| All | +901.5% | +57.3% | +844.3% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling