+9,126.4%
LSCC vs TYL
+14,906.9%
-5,780.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.3% | -8.9% |
| 7D | -4.8% | +15.1% | -19.9% | -7.4% |
| 30D | -27.1% | +30.1% | -57.2% | -30.9% |
| 3M | -23.6% | +40.4% | -64.0% | -29.0% |
| 6M | -19.8% | +31.3% | -51.1% | -25.6% |
| YTD | +33.2% | -5.2% | +38.4% | +30.0% |
| 1Y | +55.2% | -6.6% | +61.8% | +51.9% |
| 3Y | +70.1% | +3.4% | +66.7% | +62.9% |
| 5Y | +19.5% | -19.3% | +38.8% | +21.0% |
| 10Y | +1,164.9% | +178.1% | +986.8% | +952.6% |
| All | +9,126.4% | +14,906.9% | -5,780.6% | +4,195.6% |
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