+9,994.1%
LSCC vs TYL
+14,656.9%
-4,662.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +0.4% |
| 7D | +3.0% | +17.3% | -14.3% | -0.2% |
| 30D | -19.3% | +28.9% | -48.2% | -23.3% |
| 3M | -22.3% | +35.1% | -57.3% | -27.3% |
| 6M | -14.6% | +29.3% | -43.9% | -20.5% |
| YTD | +45.8% | -6.8% | +52.5% | +42.7% |
| 1Y | +69.6% | -9.9% | +79.5% | +67.1% |
| 3Y | +86.1% | +1.7% | +84.4% | +78.8% |
| 5Y | +30.7% | -21.6% | +52.3% | +33.1% |
| 10Y | +1,283.9% | +173.5% | +1,110.4% | +1,055.5% |
| All | +9,994.1% | +14,656.9% | -4,662.8% | +4,615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling