+1,098.2%
TXN vs LII
+3,124.4%
-2,026.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -6.9% | -12.6% | +5.7% | -2.4% |
| 3M | -14.9% | -24.4% | +9.5% | -6.9% |
| 6M | +29.0% | -28.7% | +57.7% | +43.7% |
| YTD | +51.5% | -19.1% | +70.6% | +60.6% |
| 1Y | +41.6% | -29.7% | +71.3% | +57.6% |
| 3Y | +65.8% | +4.8% | +61.0% | +56.1% |
| 5Y | +56.8% | +24.6% | +32.3% | +35.9% |
| 10Y | +387.5% | +169.2% | +218.3% | +213.4% |
| All | +1,098.2% | +3,124.4% | -2,026.2% | +163.4% |
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