+3,068.2%
LITE vs TXN
+659.3%
+2,408.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -35.9% | -7.8% | -28.1% | -31.2% |
| 30D | -51.5% | -3.6% | -48.0% | -49.4% |
| 3M | -35.7% | +0.1% | -35.8% | -34.3% |
| 6M | -43.0% | -3.2% | -39.8% | -40.1% |
| YTD | +46.1% | +63.4% | -17.2% | 0.0% |
| 1Y | +124.7% | +75.6% | +49.1% | +45.5% |
| 3Y | +1,172.1% | +104.0% | +1,068.0% | +617.8% |
| 5Y | +477.0% | +65.0% | +412.0% | +278.3% |
| 10Y | +1,465.7% | +437.9% | +1,027.7% | +385.7% |
| All | +3,068.2% | +659.3% | +2,408.9% | +889.6% |
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