+7,700.9%
LHX vs TYL
+12,593.6%
-4,892.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.3% |
| 7D | -2.0% | -3.7% | +1.7% | -1.6% |
| 30D | -9.9% | +18.7% | -28.7% | -11.6% |
| 3M | -16.5% | +18.1% | -34.6% | -18.1% |
| 6M | -29.6% | -1.1% | -28.5% | -29.8% |
| YTD | -11.6% | -19.8% | +8.2% | -10.2% |
| 1Y | -4.1% | -34.3% | +30.2% | -0.6% |
| 3Y | +53.3% | -8.2% | +61.5% | +52.7% |
| 5Y | +22.3% | -25.4% | +47.7% | +23.1% |
| 10Y | +231.9% | +115.6% | +116.3% | +199.0% |
| All | +7,700.9% | +12,593.6% | -4,892.7% | +4,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling