+67.3%
LNG vs TYL
+2.6%
+64.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -15.9% | +6.7% | -22.5% | -16.5% |
| 30D | +2.1% | +26.5% | -24.4% | -0.8% |
| 3M | +4.8% | +37.3% | -32.5% | +0.8% |
| 6M | +6.8% | +31.2% | -24.4% | +2.9% |
| YTD | +44.0% | -7.4% | +51.4% | +46.0% |
| 1Y | +34.9% | -9.6% | +44.5% | +37.4% |
| 3Y | +67.3% | +1.9% | +65.4% | +69.6% |
| All | +67.3% | +2.6% | +64.7% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling