+33.5%
LMT vs TYL
-8.8%
+42.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | -8.5% | +3.5% | -12.1% | -8.6% |
| 30D | +15.4% | +26.9% | -11.5% | +15.1% |
| 3M | +0.7% | +33.8% | -33.2% | +0.3% |
| 6M | +17.6% | +28.8% | -11.2% | +16.5% |
| YTD | +23.8% | -7.9% | +31.7% | +19.1% |
| All | +33.5% | -8.8% | +42.3% | +29.0% |
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