+72.0%
LMT vs TYL
-25.2%
+97.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.3% |
| 7D | -6.3% | -3.7% | -2.6% | -6.1% |
| 30D | -8.5% | +18.7% | -27.2% | -9.2% |
| 3M | +1.8% | +18.1% | -16.3% | +0.9% |
| 6M | -19.9% | -1.1% | -18.8% | -20.2% |
| YTD | +10.6% | -19.8% | +30.4% | +11.3% |
| 1Y | +17.9% | -34.3% | +52.3% | +20.2% |
| 3Y | +27.0% | -8.2% | +35.2% | +26.1% |
| All | +72.0% | -25.2% | +97.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling