+82.0%
LSCC vs TYL
-25.2%
+107.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +3.7% |
| 7D | +1.3% | -3.7% | +5.0% | +2.8% |
| 30D | -9.7% | +18.7% | -28.4% | -17.0% |
| 3M | -23.7% | +18.1% | -41.8% | -31.8% |
| 6M | +26.5% | -1.1% | +27.6% | +22.5% |
| YTD | +57.5% | -19.8% | +77.3% | +72.2% |
| 1Y | +75.7% | -34.3% | +110.0% | +121.5% |
| 3Y | +19.5% | -8.2% | +27.7% | +7.6% |
| All | +82.0% | -25.2% | +107.2% | +102.5% |
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