+1,117.3%
LNG vs TYL
+7,910.7%
-6,793.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -15.9% | +6.7% | -22.5% | -16.5% |
| 30D | +2.1% | +26.5% | -24.4% | -0.4% |
| 3M | +4.8% | +37.3% | -32.5% | +1.3% |
| 6M | +6.8% | +31.2% | -24.4% | +3.4% |
| YTD | +44.0% | -7.4% | +51.4% | +43.8% |
| 1Y | +34.9% | -9.6% | +44.5% | +35.0% |
| 3Y | +67.3% | +1.9% | +65.4% | +64.8% |
| 5Y | +170.1% | -21.1% | +191.2% | +170.1% |
| 10Y | +693.0% | +171.8% | +521.2% | +597.2% |
| All | +1,117.3% | +7,910.7% | -6,793.4% | +1,253.2% |
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