+3,155.8%
LNT vs TYL
+12,593.6%
-9,437.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.2% |
| 7D | -0.1% | -3.7% | +3.6% | +0.1% |
| 30D | -3.2% | +18.7% | -21.9% | -4.2% |
| 3M | -4.1% | +18.1% | -22.2% | -5.2% |
| 6M | -4.6% | -1.1% | -3.4% | -4.8% |
| YTD | +7.0% | -19.8% | +26.8% | +7.9% |
| 1Y | +8.3% | -34.3% | +42.6% | +10.6% |
| 3Y | +51.0% | -8.2% | +59.2% | +50.6% |
| 5Y | +30.2% | -25.4% | +55.6% | +30.6% |
| 10Y | +143.6% | +115.6% | +28.0% | +129.1% |
| All | +3,155.8% | +12,593.6% | -9,437.8% | +2,353.3% |
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