+3,407.5%
LNT vs TYL
+14,564.8%
-11,157.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.9% |
| 7D | +1.4% | +6.7% | -5.2% | +1.0% |
| 30D | +12.3% | +26.5% | -14.3% | +10.6% |
| 3M | +5.3% | +37.3% | -32.0% | +3.2% |
| 6M | +2.0% | +31.2% | -29.1% | +0.1% |
| YTD | +15.3% | -7.4% | +22.6% | +15.2% |
| 1Y | +12.3% | -9.6% | +21.8% | +12.3% |
| 3Y | +59.1% | +1.9% | +57.2% | +57.6% |
| 5Y | +51.7% | -21.1% | +72.8% | +51.6% |
| 10Y | +170.1% | +171.8% | -1.7% | +150.5% |
| All | +3,407.5% | +14,564.8% | -11,157.3% | +2,517.8% |
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