+91.2%
TXN vs LII
-26.1%
+117.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.2% |
| 7D | +9.5% | +2.9% | +6.5% | +8.5% |
| 30D | +8.7% | +0.9% | +7.8% | +7.8% |
| 3M | +11.6% | -15.5% | +27.1% | +17.5% |
| 6M | +0.1% | -30.2% | +30.3% | +10.9% |
| YTD | +78.8% | -26.8% | +105.6% | +90.5% |
| 1Y | +91.2% | -25.3% | +116.5% | +101.0% |
| All | +91.2% | -26.1% | +117.3% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling