+71.3%
TXN vs LII
+2.8%
+68.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +2.2% | +2.1% | +0.1% | +1.4% |
| 30D | -9.5% | -12.4% | +2.9% | -4.9% |
| 3M | -10.5% | -24.8% | +14.3% | -1.7% |
| 6M | +35.4% | -25.2% | +60.5% | +48.4% |
| YTD | +51.8% | -20.3% | +72.0% | +61.5% |
| 1Y | +42.9% | -32.9% | +75.9% | +62.6% |
| 3Y | +71.3% | +2.0% | +69.3% | +58.3% |
| All | +71.3% | +2.8% | +68.6% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling