+69.6%
LSCC vs TYL
-10.1%
+79.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +3.7% |
| 7D | +3.0% | +17.3% | -14.3% | +12.2% |
| 30D | -19.3% | +28.9% | -48.2% | -7.4% |
| 3M | -22.3% | +35.1% | -57.3% | -8.2% |
| 6M | -14.6% | +29.3% | -43.9% | +2.9% |
| YTD | +45.8% | -6.8% | +52.5% | +71.8% |
| 1Y | +69.6% | -9.9% | +79.5% | +101.2% |
| All | +69.6% | -10.1% | +79.7% | +101.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling