+119.0%
LITE vs TYL
-8.4%
+127.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.7% | -20.4% | -17.1% |
| 7D | -44.6% | +15.1% | -59.7% | -36.1% |
| 30D | -55.0% | +30.1% | -85.1% | -41.9% |
| 3M | -38.3% | +40.4% | -78.7% | -13.7% |
| 6M | -48.8% | +31.3% | -80.0% | -27.5% |
| YTD | +38.3% | -5.2% | +43.5% | +51.1% |
| 1Y | +119.0% | -6.6% | +125.6% | +137.4% |
| All | +119.0% | -8.4% | +127.4% | +137.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling