+188.9%
LMT vs TYL
+106.7%
+82.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.5% | +2.7% |
| 7D | -1.5% | -7.6% | +6.1% | -0.5% |
| 30D | -8.2% | +11.3% | -19.6% | -9.7% |
| 3M | +3.7% | +14.5% | -10.8% | +1.4% |
| 6M | -19.2% | -7.1% | -12.0% | -18.8% |
| YTD | +12.9% | -23.4% | +36.2% | +16.2% |
| 1Y | +19.8% | -38.6% | +58.4% | +27.8% |
| 3Y | +37.3% | -11.3% | +48.6% | +35.3% |
| 5Y | +74.4% | -28.0% | +102.3% | +76.0% |
| 10Y | +188.9% | +104.9% | +84.0% | +117.8% |
| All | +188.9% | +106.7% | +82.2% | +117.8% |
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