+170.3%
LNT vs TYL
+176.1%
-5.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.7% |
| 7D | +1.4% | +6.7% | -5.2% | +0.4% |
| 30D | +12.3% | +26.5% | -14.3% | +8.1% |
| 3M | +5.3% | +37.3% | -32.0% | -0.2% |
| 6M | +2.0% | +31.2% | -29.1% | -3.0% |
| YTD | +15.3% | -7.4% | +22.6% | +15.9% |
| 1Y | +12.3% | -9.6% | +21.8% | +13.4% |
| 3Y | +59.1% | +1.9% | +57.2% | +54.7% |
| 5Y | +51.7% | -21.1% | +72.8% | +52.4% |
| All | +170.3% | +176.1% | -5.9% | +120.4% |
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