+1,533.3%
LITE vs TXT
+115.3%
+1,418.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.5% |
| 7D | -12.9% | -3.5% | -9.4% | -11.1% |
| 30D | -46.0% | +15.2% | -61.1% | -50.1% |
| 3M | -33.0% | -4.5% | -28.6% | -31.9% |
| 6M | -34.0% | -6.1% | -27.9% | -32.5% |
| YTD | +61.7% | -2.0% | +63.7% | +61.0% |
| 1Y | +148.3% | +4.2% | +144.1% | +140.4% |
| 3Y | +1,408.5% | +14.4% | +1,394.1% | +1,292.6% |
| 5Y | +546.2% | +12.3% | +533.8% | +493.8% |
| 10Y | +1,533.3% | +101.8% | +1,431.5% | +1,432.0% |
| All | +1,533.3% | +115.3% | +1,418.0% | +1,432.0% |
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