+802.4%
LNG vs TYL
+183.3%
+619.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +10.9% | -1.6% | +12.5% | +11.3% |
| 30D | +8.1% | +22.1% | -14.0% | +4.1% |
| 3M | +15.7% | +33.4% | -17.7% | +9.5% |
| 6M | +27.2% | +36.8% | -9.6% | +19.2% |
| YTD | +60.7% | -6.7% | +67.4% | +60.9% |
| 1Y | +46.3% | -9.2% | +55.5% | +47.3% |
| 3Y | +85.6% | +1.2% | +84.5% | +80.9% |
| 5Y | +211.6% | -23.0% | +234.6% | +214.7% |
| All | +802.4% | +183.3% | +619.1% | +548.6% |
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