+12,181.1%
LMT vs TYL
+14,564.8%
-2,383.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -11.0% | +6.7% | -17.6% | -11.3% |
| 30D | +13.6% | +26.5% | -13.0% | +12.1% |
| 3M | -2.1% | +37.3% | -39.4% | -3.9% |
| 6M | +11.7% | +31.2% | -19.5% | +9.8% |
| 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% | +34.9% |
| 5Y | +90.7% | -21.1% | +111.8% | +90.3% |
| 10Y | +212.5% | +171.8% | +40.7% | +191.4% |
| All | +12,181.1% | +14,564.8% | -2,383.8% | +9,882.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling