+1,103.8%
LITE vs TYL
+5.0%
+1,098.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.7% | -20.4% | -18.0% |
| 7D | -44.6% | +15.1% | -59.7% | -40.9% |
| 30D | -55.0% | +30.1% | -85.1% | -49.6% |
| 3M | -38.3% | +40.4% | -78.7% | -28.9% |
| 6M | -48.8% | +31.3% | -80.0% | -40.4% |
| YTD | +38.3% | -5.2% | +43.5% | +65.5% |
| 1Y | +119.0% | -6.6% | +125.6% | +162.0% |
| All | +1,103.8% | +5.0% | +1,098.9% | +1,307.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling