+901.5%
LITE vs TXT
+10.4%
+891.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | -1.5% | -4.8% | +3.2% | +1.8% |
| 30D | +6.7% | -10.6% | +17.3% | +15.2% |
| 3M | -6.8% | -13.2% | +6.4% | +2.5% |
| 6M | +29.4% | -20.3% | +49.8% | +50.6% |
| YTD | +139.1% | -9.3% | +148.3% | +151.7% |
| 1Y | +521.0% | -2.7% | +523.7% | +524.0% |
| 3Y | +1,535.3% | +1.4% | +1,533.9% | +1,464.5% |
| All | +901.5% | +10.4% | +891.2% | +778.9% |
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