+5,083.9%
LITE vs TXN
+604.1%
+4,479.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 6M | +29.4% | +29.0% | +0.4% | +5.5% |
| YTD | +139.1% | +51.5% | +87.6% | +70.4% |
| 1Y | +521.0% | +41.6% | +479.4% | +364.1% |
| 3Y | +1,535.3% | +65.8% | +1,469.5% | +962.4% |
| 5Y | +889.8% | +56.8% | +833.0% | +561.4% |
| 10Y | +2,400.7% | +387.5% | +2,013.3% | +713.1% |
| All | +5,083.9% | +604.1% | +4,479.8% | +1,585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling