+2,898.2%
LITE vs TXT
+105.3%
+2,792.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.6% | -17.0% | -17.9% |
| 7D | -44.6% | -2.5% | -42.0% | -43.9% |
| 30D | -55.0% | +12.8% | -67.9% | -57.9% |
| 3M | -38.3% | -3.6% | -34.7% | -37.6% |
| 6M | -48.8% | -6.9% | -41.8% | -47.4% |
| YTD | +38.3% | -2.2% | +40.4% | +37.9% |
| 1Y | +119.0% | +6.3% | +112.7% | +110.5% |
| 3Y | +1,092.0% | +10.3% | +1,081.7% | +1,025.7% |
| 5Y | +446.1% | +10.6% | +435.4% | +408.7% |
| 10Y | +1,381.7% | +121.0% | +1,260.7% | +952.8% |
| All | +2,898.2% | +105.3% | +2,792.9% | +1,980.6% |
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