+1,751.4%
LSCC vs TYL
+116.1%
+1,635.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +4.1% |
| 7D | +1.3% | -3.7% | +5.0% | +3.1% |
| 30D | -9.7% | +18.7% | -28.4% | -18.3% |
| 3M | -23.7% | +18.1% | -41.8% | -33.1% |
| 6M | +26.5% | -1.1% | +27.6% | +20.3% |
| YTD | +57.5% | -19.8% | +77.3% | +67.5% |
| 1Y | +75.7% | -34.3% | +110.0% | +113.1% |
| 3Y | +19.5% | -8.2% | +27.7% | +9.1% |
| 5Y | +83.8% | -25.4% | +109.2% | +95.2% |
| All | +1,751.4% | +116.1% | +1,635.3% | +1,165.2% |
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 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