+415.7%
TXN vs LII
+163.1%
+252.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.4% |
| 30D | -6.7% | -11.2% | +4.5% | -2.1% |
| 3M | -8.9% | -28.8% | +19.9% | +3.5% |
| 6M | +34.7% | -26.9% | +61.6% | +50.7% |
| YTD | +53.3% | -22.2% | +75.5% | +66.2% |
| 1Y | +45.0% | -32.0% | +77.0% | +66.2% |
| 3Y | +73.1% | -0.4% | +73.6% | +61.9% |
| 5Y | +59.9% | +22.4% | +37.5% | +32.3% |
| 10Y | +415.7% | +171.4% | +244.2% | +200.3% |
| All | +415.7% | +163.1% | +252.6% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling