+1,277.8%
TXN vs LII
+2,796.3%
-1,518.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.8% |
| 7D | -2.1% | -1.2% | -0.9% | -1.6% |
| 30D | +4.7% | -2.0% | +6.7% | +5.0% |
| 3M | +3.9% | -20.2% | +24.1% | +12.1% |
| 6M | +3.8% | -32.5% | +36.3% | +17.7% |
| YTD | +74.2% | -27.4% | +101.5% | +91.1% |
| 1Y | +88.2% | -28.2% | +116.4% | +107.2% |
| 3Y | +124.0% | -7.2% | +131.2% | +119.8% |
| 5Y | +78.4% | +19.9% | +58.5% | +56.1% |
| 10Y | +455.6% | +168.6% | +286.9% | +256.6% |
| All | +1,277.8% | +2,796.3% | -1,518.5% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling