+1,236.1%
LSCC vs TYL
+168.7%
+1,067.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +8.2% |
| 7D | +13.0% | +6.7% | +6.3% | +9.3% |
| 30D | -19.8% | +26.5% | -46.4% | -29.6% |
| 3M | -18.4% | +37.3% | -55.7% | -32.7% |
| 6M | -16.1% | +31.2% | -47.3% | -32.2% |
| YTD | +42.7% | -7.4% | +50.1% | +38.4% |
| 1Y | +68.0% | -9.6% | +77.6% | +65.2% |
| 3Y | +85.8% | +1.9% | +83.9% | +60.3% |
| 5Y | +28.0% | -21.1% | +49.2% | +31.4% |
| All | +1,236.1% | +168.7% | +1,067.5% | +701.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling