+89.7%
LMT vs TYL
-21.3%
+111.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -11.0% | +6.7% | -17.6% | -11.2% |
| 30D | +13.6% | +26.5% | -13.0% | +12.4% |
| 3M | -2.1% | +37.3% | -39.4% | -3.6% |
| 6M | +11.7% | +31.2% | -19.5% | +10.0% |
| YTD | +19.4% | -7.4% | +26.7% | +19.3% |
| 1Y | +24.1% | -9.6% | +33.6% | +24.1% |
| 3Y | +36.2% | +1.9% | +34.3% | +34.7% |
| All | +89.7% | -21.3% | +111.0% | +84.1% |
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