-4.5%
LHX vs TYL
-34.2%
+29.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.8% |
| 7D | -2.4% | -3.7% | +1.3% | -2.1% |
| 30D | -10.4% | +18.7% | -29.1% | -11.7% |
| 3M | -16.9% | +18.1% | -35.0% | -18.2% |
| 6M | -29.9% | -1.1% | -28.8% | -30.3% |
| YTD | -12.0% | -19.8% | +7.8% | -9.1% |
| 1Y | -4.5% | -34.3% | +29.8% | +3.9% |
| All | -4.5% | -34.2% | +29.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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