+3,586.8%
LITE vs TYL
+194.4%
+3,392.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.7% | -12.5% | -8.9% |
| 7D | -31.4% | +17.3% | -48.7% | -34.1% |
| 30D | -42.6% | +28.9% | -71.5% | -46.4% |
| 3M | -26.2% | +35.1% | -61.3% | -32.9% |
| 6M | -35.8% | +29.3% | -65.1% | -42.5% |
| YTD | +70.0% | -6.8% | +76.8% | +68.1% |
| 1Y | +232.7% | -9.9% | +242.6% | +231.8% |
| 3Y | +1,365.7% | +1.7% | +1,364.1% | +1,242.9% |
| 5Y | +609.5% | -21.6% | +631.1% | +612.4% |
| 10Y | +1,721.9% | +173.5% | +1,548.5% | +1,067.8% |
| All | +3,586.8% | +194.4% | +3,392.3% | +2,456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling