+3,453.4%
LNT vs TYL
+14,737.8%
-11,284.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | +11.6% | +25.2% | -13.6% | +10.1% |
| 3M | +8.2% | +31.8% | -23.6% | +6.2% |
| 6M | +3.1% | +36.3% | -33.1% | +0.9% |
| YTD | +16.8% | -6.3% | +23.0% | +16.6% |
| 1Y | +11.6% | -9.5% | +21.1% | +11.7% |
| 3Y | +67.4% | +1.6% | +65.7% | +65.8% |
| 5Y | +56.8% | -21.8% | +78.5% | +56.7% |
| 10Y | +185.0% | +183.3% | +1.7% | +163.8% |
| All | +3,453.4% | +14,737.8% | -11,284.4% | +2,550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling