-8.4%
LHX vs TYL
-39.8%
+31.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -4.8% | -11.5% | +6.7% | -3.8% |
| 30D | -12.7% | +3.9% | -16.6% | -13.1% |
| 3M | -17.6% | +10.8% | -28.4% | -18.5% |
| 6M | -30.7% | -5.3% | -25.4% | -30.9% |
| YTD | -14.3% | -26.1% | +11.7% | -10.7% |
| 1Y | -8.4% | -38.5% | +30.1% | +0.1% |
| All | -8.4% | -39.8% | +31.4% | +0.1% |
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