+222.4%
LNG vs TYL
-28.2%
+250.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.0% | -4.8% |
| 7D | -6.2% | -7.6% | +1.4% | -5.1% |
| 30D | +8.0% | +11.3% | -3.3% | +6.3% |
| 3M | +16.9% | +14.5% | +2.4% | +14.2% |
| 6M | +8.7% | -7.1% | +15.8% | +9.5% |
| YTD | +43.0% | -23.4% | +66.4% | +48.1% |
| 1Y | +19.4% | -38.6% | +58.0% | +28.5% |
| 3Y | +74.7% | -11.3% | +86.0% | +75.2% |
| 5Y | +222.4% | -28.0% | +250.4% | +219.6% |
| All | +222.4% | -28.2% | +250.6% | +219.6% |
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 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