+36.3%
LHX vs TYL
-22.1%
+58.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +5.3% | -1.6% | +6.9% | +5.5% |
| 30D | +15.8% | +22.1% | -6.3% | +12.4% |
| 3M | -6.1% | +33.4% | -39.4% | -10.1% |
| 6M | -11.4% | +36.8% | -48.2% | -15.8% |
| YTD | -6.3% | -6.7% | +0.4% | -6.0% |
| 1Y | -8.0% | -9.2% | +1.3% | -7.3% |
| 3Y | +58.1% | +1.2% | +56.9% | +54.8% |
| 5Y | +36.3% | -23.0% | +59.3% | +34.5% |
| All | +36.3% | -22.1% | +58.5% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling