+25.5%
LSCC vs TYL
-21.3%
+46.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +7.9% |
| 7D | +13.0% | +6.7% | +6.3% | +10.2% |
| 30D | -19.8% | +26.5% | -46.4% | -27.6% |
| 3M | -18.4% | +37.3% | -55.7% | -30.2% |
| 6M | -16.1% | +31.2% | -47.3% | -29.4% |
| YTD | +42.7% | -7.4% | +50.1% | +45.5% |
| 1Y | +68.0% | -9.6% | +77.6% | +73.8% |
| 3Y | +85.8% | +1.9% | +83.9% | +62.6% |
| All | +25.5% | -21.3% | +46.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling