+1.4%
LVS vs TYL
+106.7%
-105.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.7% |
| 7D | +0.3% | -7.6% | +7.9% | +3.1% |
| 30D | -3.9% | +11.3% | -15.2% | -7.9% |
| 3M | -12.9% | +14.5% | -27.4% | -17.8% |
| 6M | -16.9% | -7.1% | -9.8% | -15.8% |
| YTD | -31.2% | -23.4% | -7.9% | -25.5% |
| 1Y | -16.4% | -38.6% | +22.2% | -1.8% |
| 3Y | -4.4% | -11.3% | +6.9% | -6.3% |
| 5Y | +6.7% | -28.0% | +34.6% | +11.1% |
| 10Y | +1.4% | +104.9% | -103.4% | -31.0% |
| All | +1.4% | +106.7% | -105.2% | -31.0% |
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