+1,321.8%
LITE vs TYL
+174.9%
+1,146.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.7% | -20.4% | -19.1% |
| 7D | -44.6% | +15.1% | -59.7% | -46.7% |
| 30D | -55.0% | +30.1% | -85.1% | -58.4% |
| 3M | -38.3% | +40.4% | -78.7% | -45.2% |
| 6M | -48.8% | +31.3% | -80.0% | -54.8% |
| YTD | +38.3% | -5.2% | +43.5% | +36.2% |
| 1Y | +119.0% | -6.6% | +125.6% | +116.1% |
| 3Y | +1,092.0% | +3.4% | +1,088.6% | +968.5% |
| 5Y | +446.1% | -19.3% | +465.3% | +447.2% |
| All | +1,321.8% | +174.9% | +1,146.8% | +643.5% |
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 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