+2,331.0%
LITE vs TYL
+116.1%
+2,214.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +5.2% |
| 7D | -1.5% | -3.7% | +2.1% | -0.5% |
| 30D | +6.7% | +18.7% | -12.1% | +0.3% |
| 3M | -6.8% | +18.1% | -24.9% | -14.4% |
| 6M | +29.4% | -1.1% | +30.6% | +25.3% |
| YTD | +139.1% | -19.8% | +158.9% | +149.3% |
| 1Y | +521.0% | -34.3% | +555.3% | +609.2% |
| 3Y | +1,535.3% | -8.2% | +1,543.5% | +1,405.7% |
| 5Y | +889.8% | -25.4% | +915.3% | +891.0% |
| All | +2,331.0% | +116.1% | +2,214.9% | +1,267.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling