+173.2%
LNT vs TYL
+174.6%
-1.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +0.6% | +3.5% | -2.9% | 0.0% |
| 30D | +12.4% | +26.9% | -14.5% | +8.2% |
| 3M | +6.7% | +33.8% | -27.1% | +1.5% |
| 6M | +3.9% | +28.8% | -24.9% | -0.9% |
| YTD | +16.5% | -7.9% | +24.4% | +17.3% |
| 1Y | +12.5% | -9.8% | +22.3% | +13.6% |
| 3Y | +66.9% | +1.2% | +65.7% | +62.5% |
| 5Y | +56.1% | -22.8% | +78.9% | +57.6% |
| 10Y | +173.2% | +168.8% | +4.4% | +123.0% |
| All | +173.2% | +174.6% | -1.4% | +123.0% |
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