+1,402.3%
LITE vs TXT
+112.2%
+1,290.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.7% |
| 7D | -35.9% | -2.5% | -33.4% | -35.3% |
| 30D | -51.5% | +14.4% | -65.9% | -55.1% |
| 3M | -35.7% | -4.9% | -30.8% | -34.6% |
| 6M | -43.0% | -10.2% | -32.7% | -40.3% |
| YTD | +46.1% | -4.1% | +50.2% | +47.0% |
| 1Y | +124.7% | +4.0% | +120.8% | +117.6% |
| 3Y | +1,172.1% | +8.0% | +1,164.1% | +1,107.3% |
| 5Y | +477.0% | +8.4% | +468.6% | +439.0% |
| All | +1,402.3% | +112.2% | +1,290.2% | +1,235.7% |
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