+129.4%
LITE vs TXT
+4.2%
+125.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.6% |
| 7D | -12.9% | -3.5% | -9.4% | -11.2% |
| 30D | -46.0% | +15.2% | -61.1% | -50.4% |
| 3M | -33.0% | -4.5% | -28.6% | -30.5% |
| 6M | -34.0% | -6.1% | -27.9% | -30.9% |
| YTD | +61.7% | -2.0% | +63.7% | +58.3% |
| All | +129.4% | +4.2% | +125.2% | +98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling