+1,402.3%
LITE vs TYL
+168.7%
+1,233.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +6.2% |
| 7D | -35.9% | +6.7% | -42.6% | -37.2% |
| 30D | -51.5% | +26.5% | -78.1% | -54.9% |
| 3M | -35.7% | +37.3% | -73.0% | -42.6% |
| 6M | -43.0% | +31.2% | -74.1% | -50.0% |
| YTD | +46.1% | -7.4% | +53.5% | +44.6% |
| 1Y | +124.7% | -9.6% | +134.3% | +123.9% |
| 3Y | +1,172.1% | +1.9% | +1,170.2% | +1,040.4% |
| 5Y | +477.0% | -21.1% | +498.1% | +481.1% |
| All | +1,402.3% | +168.7% | +1,233.7% | +689.6% |
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