+79.8%
LII vs TXG
+21.5%
+58.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.1% |
| 7D | +2.1% | +9.4% | -7.3% | +0.7% |
| 30D | -12.4% | +26.1% | -38.5% | -15.9% |
| 3M | -24.8% | +124.8% | -149.6% | -34.6% |
| 6M | -25.2% | +215.2% | -240.4% | -38.8% |
| YTD | -20.3% | +302.2% | -322.5% | -37.6% |
| 1Y | -32.9% | +370.9% | -403.9% | -49.5% |
| 3Y | +2.0% | +38.5% | -36.5% | -12.7% |
| 5Y | +24.4% | -64.4% | +88.8% | +12.6% |
| All | +79.8% | +21.5% | +58.3% | +40.8% |
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