+183.6%
LNT vs TYL
+182.7%
+0.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.6% | +4.3% | -2.8% | +0.9% |
| 30D | +12.1% | +28.0% | -15.9% | +7.7% |
| 3M | +8.2% | +32.3% | -24.1% | +3.2% |
| 6M | +3.6% | +29.9% | -26.3% | -1.3% |
| YTD | +16.2% | -7.1% | +23.3% | +16.7% |
| 1Y | +12.8% | -9.2% | +22.0% | +13.8% |
| 3Y | +66.5% | +0.7% | +65.8% | +62.4% |
| 5Y | +53.8% | -21.1% | +74.9% | +54.5% |
| All | +183.6% | +182.7% | +0.9% | +131.7% |
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