+544.5%
LNG vs TYL
+102.8%
+441.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -6.7% | -8.6% | +1.9% | -5.2% |
| 30D | +3.9% | +7.5% | -3.7% | +2.4% |
| 3M | +15.5% | +10.9% | +4.6% | +12.8% |
| 6M | +10.5% | -6.7% | +17.2% | +11.2% |
| YTD | +43.0% | -24.5% | +67.5% | +49.1% |
| 1Y | +18.9% | -38.6% | +57.5% | +29.2% |
| 3Y | +74.7% | -12.6% | +87.3% | +74.6% |
| 5Y | +231.2% | -28.2% | +259.5% | +236.6% |
| 10Y | +544.5% | +104.0% | +440.5% | +388.8% |
| All | +544.5% | +102.8% | +441.7% | +388.8% |
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 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