+3,344.5%
LITE vs TXN
+722.7%
+2,621.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -3.0% |
| 7D | -13.9% | -3.8% | -10.1% | -10.3% |
| 30D | -46.9% | +6.4% | -53.4% | -48.5% |
| 3M | -28.0% | +7.7% | -35.7% | -30.5% |
| 6M | -35.2% | +5.5% | -40.7% | -36.2% |
| YTD | +58.9% | +77.0% | -18.1% | +2.3% |
| 1Y | +125.3% | +91.2% | +34.1% | +36.8% |
| 3Y | +1,344.4% | +121.5% | +1,222.9% | +665.5% |
| 5Y | +541.2% | +84.9% | +456.3% | +285.9% |
| 10Y | +1,587.5% | +469.9% | +1,117.6% | +395.8% |
| All | +3,344.5% | +722.7% | +2,621.8% | +912.6% |
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