-43.0%
LITE vs TXN
+0.4%
-43.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +6.0% |
| 7D | -35.9% | -7.8% | -28.1% | -28.8% |
| 30D | -51.5% | -3.6% | -48.0% | -48.3% |
| 3M | -35.7% | +0.1% | -35.8% | -33.6% |
| 6M | -43.0% | -3.2% | -39.8% | -38.4% |
| All | -43.0% | +0.4% | -43.4% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling