+1,178.8%
LNG vs TYL
+6,833.9%
-5,655.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.8% |
| 7D | +3.4% | -3.7% | +7.1% | +3.8% |
| 30D | +14.9% | +18.7% | -3.9% | +12.8% |
| 3M | +21.4% | +18.1% | +3.3% | +19.0% |
| 6M | +17.8% | -1.1% | +18.9% | +17.4% |
| YTD | +51.3% | -19.8% | +71.1% | +53.5% |
| 1Y | +24.4% | -34.3% | +58.8% | +28.7% |
| 3Y | +79.7% | -8.2% | +87.9% | +79.0% |
| 5Y | +241.3% | -25.4% | +266.7% | +243.7% |
| 10Y | +603.1% | +115.6% | +487.6% | +533.1% |
| All | +1,178.8% | +6,833.9% | -5,655.1% | +1,344.5% |
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