-32.0%
LII vs TXG
+385.8%
-417.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.8% |
| 7D | +0.5% | +9.1% | -8.7% | -0.8% |
| 30D | -11.2% | +14.9% | -26.1% | -13.1% |
| 3M | -28.8% | +120.0% | -148.8% | -37.5% |
| 6M | -26.9% | +221.8% | -248.7% | -40.0% |
| YTD | -22.2% | +312.6% | -334.8% | -38.5% |
| 1Y | -32.0% | +398.4% | -430.4% | -48.9% |
| All | -32.0% | +385.8% | -417.8% | -48.9% |
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