+141.8%
LNT vs TYL
+106.7%
+35.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.7% |
| 7D | +1.0% | -7.6% | +8.6% | +2.3% |
| 30D | -1.1% | +11.3% | -12.4% | -3.0% |
| 3M | -3.6% | +14.5% | -18.1% | -6.1% |
| 6M | -2.7% | -7.1% | +4.5% | -2.1% |
| YTD | +8.0% | -23.4% | +31.4% | +12.1% |
| 1Y | +10.5% | -38.6% | +49.0% | +19.6% |
| 3Y | +49.6% | -11.3% | +60.9% | +48.3% |
| 5Y | +32.2% | -28.0% | +60.2% | +33.6% |
| 10Y | +141.8% | +104.9% | +36.9% | +106.7% |
| All | +141.8% | +106.7% | +35.1% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling