+20.4%
LII vs TXG
-66.4%
+86.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | -0.6% | -15.4% | +14.8% | +1.7% |
| 30D | -4.6% | -22.1% | +17.5% | -1.7% |
| 3M | -21.2% | +30.0% | -51.2% | -27.2% |
| 6M | -36.4% | +160.7% | -197.1% | -48.9% |
| YTD | -28.9% | +263.5% | -292.4% | -47.0% |
| 1Y | -29.5% | +356.0% | -385.5% | -50.2% |
| 3Y | -8.6% | +53.4% | -61.9% | -25.9% |
| All | +20.4% | -66.4% | +86.8% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling