+490.8%
LITE vs TXT
+7.8%
+483.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +7.0% |
| 7D | -35.9% | -2.5% | -33.4% | -35.1% |
| 30D | -51.5% | +14.4% | -65.9% | -56.3% |
| 3M | -35.7% | -4.9% | -30.8% | -34.1% |
| 6M | -43.0% | -10.2% | -32.7% | -39.4% |
| YTD | +46.1% | -4.1% | +50.2% | +46.5% |
| 1Y | +124.7% | +4.0% | +120.8% | +113.7% |
| 3Y | +1,172.1% | +8.0% | +1,164.1% | +1,052.7% |
| All | +490.8% | +7.8% | +483.1% | +403.3% |
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 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