+63.1%
LII vs TXG
+9.4%
+53.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.1% |
| 7D | -0.2% | +1.8% | -2.0% | -0.5% |
| 30D | -0.6% | -17.7% | +17.1% | +1.3% |
| 3M | -17.0% | +2.3% | -19.3% | -19.1% |
| 6M | -31.1% | +182.5% | -213.6% | -43.6% |
| YTD | -27.7% | +262.4% | -290.0% | -43.7% |
| 1Y | -26.2% | +254.1% | -280.3% | -42.5% |
| 3Y | -9.6% | +66.6% | -76.2% | -26.0% |
| 5Y | +15.7% | -64.5% | +80.2% | +3.6% |
| All | +63.1% | +9.4% | +53.7% | +27.2% |
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