+63.8%
LII vs TXG
+20.5%
+43.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.7% | -7.5% | +0.8% |
| 7D | -1.2% | +5.5% | -6.7% | -2.1% |
| 30D | -2.0% | -19.3% | +17.4% | +0.2% |
| 3M | -20.2% | +25.0% | -45.3% | -24.7% |
| 6M | -32.5% | +201.2% | -233.7% | -45.2% |
| YTD | -27.4% | +298.8% | -326.2% | -44.2% |
| 1Y | -28.2% | +326.6% | -354.7% | -45.7% |
| 3Y | -7.2% | +78.3% | -85.6% | -24.7% |
| 5Y | +19.9% | -61.3% | +81.2% | +6.1% |
| All | +63.8% | +20.5% | +43.3% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling