+5,083.9%
LITE vs TXT
+90.4%
+4,993.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | -4.8% | +3.2% | +0.8% |
| 30D | +6.7% | -10.6% | +17.3% | +12.7% |
| 3M | -6.8% | -13.2% | +6.4% | -0.2% |
| 6M | +29.4% | -20.3% | +49.8% | +44.4% |
| YTD | +139.1% | -9.3% | +148.3% | +149.0% |
| 1Y | +521.0% | -2.7% | +523.7% | +527.0% |
| 3Y | +1,535.3% | +1.4% | +1,533.9% | +1,519.1% |
| 5Y | +889.8% | +9.6% | +880.3% | +837.7% |
| 10Y | +2,400.7% | +94.9% | +2,305.8% | +1,773.0% |
| All | +5,083.9% | +90.4% | +4,993.4% | +3,657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling