+33.9%
LNT vs TYL
-25.2%
+59.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | -0.1% | -3.7% | +3.6% | +0.3% |
| 30D | -3.2% | +18.7% | -21.9% | -4.9% |
| 3M | -4.1% | +18.1% | -22.2% | -5.9% |
| 6M | -4.6% | -1.1% | -3.4% | -4.7% |
| YTD | +7.0% | -19.8% | +26.8% | +9.7% |
| 1Y | +8.3% | -34.3% | +42.6% | +14.3% |
| 3Y | +51.0% | -8.2% | +59.2% | +50.4% |
| All | +33.9% | -25.2% | +59.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling