+1,172.1%
LITE vs TXT
+7.8%
+1,164.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +7.0% |
| 7D | -35.9% | -2.5% | -33.4% | -35.0% |
| 30D | -51.5% | +14.4% | -65.9% | -56.6% |
| 3M | -35.7% | -4.9% | -30.8% | -33.8% |
| 6M | -43.0% | -10.2% | -32.7% | -38.9% |
| YTD | +46.1% | -4.1% | +50.2% | +46.3% |
| 1Y | +124.7% | +4.0% | +120.8% | +111.5% |
| 3Y | +1,172.1% | +8.0% | +1,164.1% | +992.3% |
| All | +1,172.1% | +7.8% | +1,164.2% | +992.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling