-25.3%
LII vs TXG
+254.8%
-280.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.2% |
| 7D | +2.9% | -1.8% | +4.8% | +3.0% |
| 30D | +0.9% | -20.4% | +21.3% | +1.9% |
| 3M | -15.5% | +0.1% | -15.6% | -18.1% |
| 6M | -30.2% | +176.2% | -206.4% | -42.4% |
| YTD | -26.8% | +256.8% | -283.6% | -41.5% |
| 1Y | -25.3% | +255.9% | -281.2% | -40.3% |
| All | -25.3% | +254.8% | -280.1% | -40.3% |
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