+580.4%
LITE vs TXT
+10.3%
+570.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.4% |
| 7D | +22.6% | -1.1% | +23.6% | +23.4% |
| 30D | -36.8% | +13.3% | -50.0% | -42.4% |
| 3M | -33.0% | -5.1% | -27.9% | -31.2% |
| 6M | -37.1% | -7.1% | -29.9% | -34.7% |
| YTD | +69.5% | -3.2% | +72.7% | +69.0% |
| 1Y | +146.1% | +2.3% | +143.8% | +136.9% |
| 3Y | +1,440.8% | +11.1% | +1,429.7% | +1,270.2% |
| 5Y | +580.4% | +10.0% | +570.4% | +479.8% |
| All | +580.4% | +10.3% | +570.1% | +479.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling