+22.4%
LHX vs TYL
-28.2%
+50.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.4% |
| 7D | -2.5% | -7.6% | +5.1% | -1.4% |
| 30D | -10.4% | +11.3% | -21.7% | -11.8% |
| 3M | -14.9% | +14.5% | -29.4% | -16.8% |
| 6M | -29.6% | -7.1% | -22.5% | -29.2% |
| YTD | -11.8% | -23.4% | +11.6% | -8.9% |
| 1Y | -5.1% | -38.6% | +33.5% | +1.7% |
| 3Y | +61.3% | -11.3% | +72.6% | +61.0% |
| 5Y | +22.4% | -28.0% | +50.4% | +21.5% |
| All | +22.4% | -28.2% | +50.6% | +21.5% |
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