+202.1%
LMT vs TYL
+174.6%
+27.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -8.5% | +3.5% | -12.1% | -9.0% |
| 30D | +15.4% | +26.9% | -11.5% | +11.6% |
| 3M | +0.7% | +33.8% | -33.2% | -3.6% |
| 6M | +17.6% | +28.8% | -11.2% | +12.8% |
| YTD | +23.8% | -7.9% | +31.7% | +24.1% |
| 1Y | +31.6% | -9.8% | +41.4% | +32.3% |
| 3Y | +44.0% | +1.2% | +42.8% | +39.7% |
| 5Y | +98.8% | -22.8% | +121.6% | +102.1% |
| 10Y | +202.1% | +168.8% | +33.3% | +114.5% |
| All | +202.1% | +174.6% | +27.6% | +114.5% |
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