+1,188.2%
LNG vs TYL
+7,931.6%
-6,743.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.9% |
| 7D | -5.5% | +4.3% | -9.8% | -5.9% |
| 30D | +5.7% | +28.0% | -22.2% | +3.0% |
| 3M | +10.7% | +32.3% | -21.6% | +7.4% |
| 6M | +23.1% | +29.9% | -6.9% | +19.3% |
| YTD | +52.4% | -7.1% | +59.5% | +52.2% |
| 1Y | +40.0% | -9.2% | +49.3% | +40.1% |
| 3Y | +76.0% | +0.7% | +75.3% | +73.6% |
| 5Y | +194.7% | -21.1% | +215.7% | +194.6% |
| 10Y | +726.7% | +180.8% | +545.9% | +624.6% |
| All | +1,188.2% | +7,931.6% | -6,743.4% | +1,331.7% |
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