-29.7%
LII vs TXG
+372.5%
-402.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -0.7% | +1.8% | -2.5% | -1.0% |
| 30D | -12.6% | +32.0% | -44.6% | -16.6% |
| 3M | -24.4% | +87.0% | -111.5% | -32.4% |
| 6M | -28.7% | +180.1% | -208.8% | -40.6% |
| YTD | -19.1% | +284.1% | -303.3% | -35.9% |
| 1Y | -29.7% | +361.7% | -391.4% | -47.1% |
| All | -29.7% | +372.5% | -402.2% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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