+1,147.2%
LSCC vs TYL
+174.9%
+972.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.3% | -9.4% |
| 7D | -4.8% | +15.1% | -19.9% | -11.4% |
| 30D | -27.1% | +30.1% | -57.2% | -36.7% |
| 3M | -23.6% | +40.4% | -64.0% | -37.6% |
| 6M | -19.8% | +31.3% | -51.1% | -35.0% |
| YTD | +33.2% | -5.2% | +38.4% | +27.9% |
| 1Y | +55.2% | -6.6% | +61.8% | +50.1% |
| 3Y | +70.1% | +3.4% | +66.7% | +46.3% |
| 5Y | +19.5% | -19.3% | +38.8% | +21.5% |
| All | +1,147.2% | +174.9% | +972.3% | +640.3% |
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 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