+2,331.0%
LITE vs TXT
+94.9%
+2,236.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | -4.8% | +3.2% | +0.9% |
| 30D | +6.7% | -10.6% | +17.3% | +13.0% |
| 3M | -6.8% | -13.2% | +6.4% | +0.2% |
| 6M | +29.4% | -20.3% | +49.8% | +45.2% |
| YTD | +139.1% | -9.3% | +148.3% | +149.4% |
| 1Y | +521.0% | -2.7% | +523.7% | +526.9% |
| 3Y | +1,535.3% | +1.4% | +1,533.9% | +1,515.2% |
| 5Y | +889.8% | +9.6% | +880.3% | +831.8% |
| All | +2,331.0% | +94.9% | +2,236.1% | +1,681.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling